-100.0%
DFNS vs CVE
+68.0%
-168.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.3% | +12.5% | +12.9% |
| 7D | -37.0% | -10.0% | -27.0% | -39.0% |
| 30D | -63.4% | -11.9% | -51.5% | -64.6% |
| 3M | -94.1% | -5.9% | -88.1% | -94.1% |
| 6M | -96.3% | -1.6% | -94.8% | -96.3% |
| YTD | -99.6% | +66.3% | -165.8% | -99.5% |
| 1Y | -99.7% | +57.5% | -157.2% | -99.7% |
| 3Y | -100.0% | +65.4% | -165.4% | -100.0% |
| All | -100.0% | +68.0% | -168.0% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling