-100.0%
DFNS vs CTAS
+74.7%
-174.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.9% |
| 7D | -6.0% | +2.0% | -7.9% | -3.7% |
| 30D | -71.2% | +8.7% | -79.9% | -67.6% |
| 3M | -94.5% | +13.3% | -107.8% | -93.4% |
| 6M | -96.5% | +39.4% | -135.9% | -93.9% |
| YTD | -99.6% | +21.5% | -121.1% | -99.5% |
| 1Y | -99.7% | +21.9% | -121.6% | -99.6% |
| 3Y | -100.0% | +73.6% | -173.6% | -99.9% |
| All | -100.0% | +74.7% | -174.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling