-94.6%
DFNS vs CRH
-12.6%
-82.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -3.0% |
| 7D | +4.6% | -3.6% | +8.2% | +9.0% |
| 30D | -73.9% | -10.8% | -63.1% | -70.2% |
| 3M | -71.7% | -13.5% | -58.2% | -68.5% |
| 6M | -94.6% | -15.4% | -79.2% | -94.0% |
| All | -94.6% | -12.6% | -82.0% | -94.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling