-99.6%
DFNS vs CVE
+73.4%
-173.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -7.6% | -10.7% | -20.3% |
| 7D | -27.7% | -12.1% | -15.6% | -30.8% |
| 30D | -58.0% | -9.8% | -48.2% | -59.1% |
| 3M | -94.0% | -0.7% | -93.3% | -93.9% |
| 6M | -94.6% | -4.3% | -90.3% | -94.5% |
| YTD | -99.4% | +70.6% | -170.0% | -99.6% |
| 1Y | -99.6% | +73.2% | -172.8% | -99.7% |
| All | -99.6% | +73.4% | -173.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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