-99.9%
DFNS vs CVE
+644.2%
-744.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.5% |
| 7D | -16.0% | +2.5% | -18.5% | -15.7% |
| 30D | -77.7% | +16.7% | -94.4% | -77.3% |
| 3M | -77.2% | +9.3% | -86.4% | -77.0% |
| 6M | -95.2% | +43.6% | -138.8% | -95.1% |
| YTD | -98.0% | +93.6% | -191.6% | -97.9% |
| 1Y | -98.3% | +98.8% | -197.0% | -98.2% |
| 3Y | -99.9% | +73.6% | -173.5% | -99.9% |
| 5Y | -99.9% | +312.5% | -412.3% | -99.9% |
| All | -99.9% | +644.2% | -744.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling