-99.9%
DFNS vs CTAS
+200.2%
-300.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.4% |
| 7D | -16.0% | -1.8% | -14.2% | -17.1% |
| 30D | -77.7% | -0.2% | -77.5% | -77.5% |
| 3M | -77.2% | +11.7% | -88.9% | -74.7% |
| 6M | -95.2% | +0.7% | -95.9% | -95.1% |
| YTD | -98.0% | +7.4% | -105.4% | -97.8% |
| 1Y | -98.3% | -2.1% | -96.2% | -98.2% |
| 3Y | -99.9% | +62.9% | -162.8% | -99.9% |
| 5Y | -99.9% | +111.9% | -211.7% | -99.8% |
| All | -99.9% | +200.2% | -300.0% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling