-99.6%
DFNS vs CTAS
+25.6%
-125.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.4% | -20.7% | -18.6% |
| 7D | -27.7% | +7.6% | -35.3% | -28.7% |
| 30D | -58.0% | +17.2% | -75.2% | -59.6% |
| 3M | -94.0% | +12.8% | -106.7% | -94.2% |
| 6M | -94.6% | +38.0% | -132.5% | -94.6% |
| YTD | -99.4% | +22.7% | -122.1% | -99.4% |
| 1Y | -99.6% | +25.6% | -125.3% | -99.6% |
| All | -99.6% | +25.6% | -125.3% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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