-99.9%
DFNS vs CRS
+1,446.1%
-1,545.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +4.6% | -0.5% | +5.2% | +4.4% |
| 30D | -73.9% | -18.1% | -55.8% | -76.1% |
| 3M | -71.7% | -12.4% | -59.3% | -72.4% |
| 6M | -94.6% | +15.9% | -110.5% | -94.3% |
| YTD | -98.1% | +45.8% | -143.9% | -97.8% |
| 1Y | -98.3% | +87.8% | -186.1% | -97.9% |
| 3Y | -99.9% | +648.7% | -748.6% | -99.8% |
| 5Y | -99.9% | +1,416.6% | -1,516.5% | -99.8% |
| All | -99.9% | +1,446.1% | -1,545.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling