-99.7%
DFNS vs CPRT
-23.4%
-76.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.6% | -10.6% | -9.9% |
| 7D | -44.0% | +6.0% | -50.1% | -50.3% |
| 30D | -69.1% | +20.0% | -89.1% | -78.4% |
| 3M | -95.6% | +10.1% | -105.8% | -96.7% |
| 6M | -96.2% | -4.3% | -91.9% | -96.7% |
| YTD | -99.6% | -18.4% | -81.2% | -99.7% |
| 1Y | -99.7% | -20.1% | -79.7% | -99.8% |
| All | -99.7% | -23.4% | -76.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CPRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling