-98.3%
DFNS vs CRH
-14.7%
-83.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -2.0% |
| 7D | -16.0% | -1.7% | -14.3% | -14.2% |
| 30D | -77.7% | -5.4% | -72.3% | -76.6% |
| 3M | -77.2% | -11.2% | -66.0% | -75.1% |
| 6M | -95.2% | -15.8% | -79.3% | -94.5% |
| YTD | -98.0% | -23.6% | -74.3% | -97.5% |
| 1Y | -98.3% | -14.6% | -83.7% | -98.2% |
| All | -98.3% | -14.7% | -83.6% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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