-100.0%
DFNS vs CRS
+1,331.3%
-1,431.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -6.1% |
| 7D | -6.0% | +4.8% | -10.7% | -4.9% |
| 30D | -71.2% | -23.2% | -48.0% | -72.9% |
| 3M | -94.5% | -45.5% | -49.0% | -95.3% |
| 6M | -96.5% | -33.1% | -63.4% | -96.8% |
| YTD | -99.6% | -7.2% | -92.4% | -99.6% |
| 1Y | -99.7% | -10.0% | -89.7% | -99.7% |
| 3Y | -100.0% | +332.3% | -432.3% | -100.0% |
| 5Y | -100.0% | +801.9% | -901.8% | -100.0% |
| All | -100.0% | +1,331.3% | -1,431.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling