-99.9%
DFNS vs CRS
+2,232.2%
-2,332.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +1.0% |
| 7D | -16.0% | -0.2% | -15.8% | -16.1% |
| 30D | -77.7% | -16.6% | -61.1% | -79.0% |
| 3M | -77.2% | -3.5% | -73.7% | -77.1% |
| 6M | -95.2% | +15.4% | -110.6% | -95.0% |
| YTD | -98.0% | +51.2% | -149.2% | -97.7% |
| 1Y | -98.3% | +98.3% | -196.6% | -98.0% |
| 3Y | -99.9% | +651.5% | -751.4% | -99.8% |
| 5Y | -99.9% | +1,411.1% | -1,511.0% | -99.8% |
| All | -99.9% | +2,232.2% | -2,332.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling