-30.4%
CEG vs DFNS
-99.7%
+69.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -12.2% | +16.5% | +4.4% |
| 7D | -4.7% | -44.0% | +39.3% | -4.4% |
| 30D | -16.6% | -69.1% | +52.6% | -16.1% |
| 3M | -4.1% | -95.6% | +91.5% | -2.8% |
| 6M | -22.3% | -96.2% | +73.8% | -15.6% |
| YTD | -28.9% | -99.6% | +70.7% | -12.7% |
| All | -30.4% | -99.7% | +69.4% | -11.6% |
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