-100.0%
DFNS vs CTAS
+109.9%
-209.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.8% | -10.4% | -13.6% |
| 7D | -44.0% | +1.2% | -45.2% | -43.4% |
| 30D | -69.1% | +12.8% | -81.9% | -65.9% |
| 3M | -95.6% | +10.3% | -105.9% | -95.2% |
| 6M | -96.2% | +32.0% | -128.2% | -94.9% |
| YTD | -99.6% | +19.1% | -118.7% | -99.5% |
| 1Y | -99.7% | +21.5% | -121.2% | -99.7% |
| 3Y | -100.0% | +76.0% | -176.0% | -100.0% |
| All | -100.0% | +109.9% | -209.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling