-31.9%
CEG vs DFNS
-99.6%
+67.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -18.3% | +11.6% | -6.6% |
| 7D | -4.8% | -27.7% | +22.9% | -4.6% |
| 30D | -8.2% | -58.0% | +49.8% | -7.8% |
| 3M | -7.9% | -94.0% | +86.1% | -6.7% |
| 6M | -23.2% | -94.6% | +71.4% | -16.5% |
| YTD | -30.1% | -99.4% | +69.3% | -13.6% |
| 1Y | -31.9% | -99.6% | +67.8% | -12.3% |
| All | -31.9% | -99.6% | +67.7% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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