-99.6%
DFNS vs CRS
-3.8%
-95.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -1.6% | -16.8% | -19.0% |
| 7D | -27.7% | +4.3% | -32.0% | -26.1% |
| 30D | -58.0% | -25.5% | -32.5% | -63.1% |
| 3M | -94.0% | -48.7% | -45.3% | -96.0% |
| 6M | -94.6% | -31.6% | -63.0% | -96.1% |
| YTD | -99.4% | -7.0% | -92.4% | -99.6% |
| 1Y | -99.6% | -4.5% | -95.1% | -99.8% |
| All | -99.6% | -3.8% | -95.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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