-99.7%
DFNS vs CTAS
+22.8%
-122.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.3% | -3.0% |
| 7D | -42.8% | -0.7% | -42.1% | -42.7% |
| 30D | -67.6% | +10.3% | -77.8% | -68.2% |
| 3M | -94.9% | +10.2% | -105.1% | -95.0% |
| 6M | -96.7% | +34.4% | -131.1% | -96.6% |
| YTD | -99.6% | +19.6% | -119.2% | -99.6% |
| All | -99.7% | +22.8% | -122.5% | -99.7% |
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