-98.3%
DFNS vs CTVA
+22.4%
-120.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.3% |
| 7D | -16.0% | +4.9% | -20.9% | -14.8% |
| 30D | -77.7% | +11.9% | -89.6% | -77.1% |
| 3M | -77.2% | +13.7% | -90.8% | -69.8% |
| 6M | -95.2% | +13.1% | -108.3% | -93.6% |
| YTD | -98.0% | +32.0% | -129.9% | -97.1% |
| 1Y | -98.3% | +22.1% | -120.3% | -97.8% |
| All | -98.3% | +22.4% | -120.7% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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