-100.0%
DFNS vs CTAS
+234.2%
-334.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.3% | -2.8% |
| 7D | -42.8% | -0.7% | -42.1% | -43.0% |
| 30D | -67.6% | +10.3% | -77.8% | -65.5% |
| 3M | -94.9% | +10.2% | -105.1% | -94.5% |
| 6M | -96.7% | +34.4% | -131.1% | -95.9% |
| YTD | -99.6% | +19.6% | -119.2% | -99.6% |
| 1Y | -99.7% | +21.8% | -121.5% | -99.7% |
| 3Y | -100.0% | +74.1% | -174.1% | -100.0% |
| 5Y | -100.0% | +114.0% | -214.0% | -100.0% |
| All | -100.0% | +234.2% | -334.1% | -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 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