-94.6%
DFNS vs CVE
-3.1%
-91.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -7.6% | -10.7% | -23.1% |
| 7D | -27.7% | -12.1% | -15.6% | -34.9% |
| 30D | -58.0% | -9.8% | -48.2% | -60.6% |
| 3M | -94.0% | -0.7% | -93.3% | -93.6% |
| 6M | -94.6% | -4.3% | -90.3% | -94.5% |
| All | -94.6% | -3.1% | -91.5% | -94.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling