-100.0%
DFNS vs CTAS
+240.7%
-340.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.1% | -19.5% | -19.3% |
| 7D | -12.7% | +0.5% | -13.2% | -12.6% |
| 30D | -65.2% | +10.2% | -75.5% | -63.0% |
| 3M | -94.6% | +12.1% | -106.7% | -94.1% |
| 6M | -96.2% | +38.3% | -134.5% | -95.2% |
| YTD | -99.6% | +21.9% | -121.5% | -99.5% |
| 1Y | -99.7% | +24.0% | -123.7% | -99.6% |
| 3Y | -100.0% | +75.1% | -175.1% | -100.0% |
| 5Y | -100.0% | +116.9% | -216.9% | -100.0% |
| All | -100.0% | +240.7% | -340.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling