-99.9%
DFNS vs CPRT
+53.4%
-153.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -16.0% | +2.2% | -18.2% | -16.1% |
| 30D | -77.7% | +16.6% | -94.3% | -77.8% |
| 3M | -77.2% | +9.6% | -86.8% | -77.8% |
| 6M | -95.2% | -11.1% | -84.1% | -95.7% |
| YTD | -98.0% | -13.9% | -84.1% | -98.2% |
| 1Y | -98.3% | -32.5% | -65.7% | -98.6% |
| 3Y | -99.9% | -25.0% | -74.8% | -99.9% |
| 5Y | -99.9% | -7.4% | -92.5% | -99.9% |
| All | -99.9% | +53.4% | -153.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling