-98.3%
DFNS vs CRS
+79.6%
-177.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.9% |
| 7D | -6.3% | -6.8% | +0.4% | -8.6% |
| 30D | -74.0% | -16.1% | -57.8% | -76.2% |
| 3M | -70.1% | -21.2% | -49.0% | -72.0% |
| 6M | -93.9% | +8.7% | -102.6% | -94.5% |
| YTD | -98.1% | +41.0% | -139.1% | -98.4% |
| 1Y | -98.3% | +82.7% | -181.0% | -98.6% |
| All | -98.3% | +79.6% | -177.9% | -98.6% |
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