-100.0%
DFNS vs CPRT
-34.3%
-65.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.4% |
| 7D | -6.0% | -0.4% | -5.6% | -5.9% |
| 30D | -71.2% | +21.2% | -92.4% | -72.1% |
| 3M | -94.5% | +8.3% | -102.8% | -94.5% |
| 6M | -96.5% | -3.4% | -93.2% | -96.9% |
| YTD | -99.6% | -18.7% | -80.9% | -99.7% |
| 1Y | -99.7% | -23.5% | -76.2% | -99.8% |
| 3Y | -100.0% | -34.2% | -65.8% | -100.0% |
| All | -100.0% | -34.3% | -65.7% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling