+639.5%
CEG vs DFNS
-99.9%
+739.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.9% |
| 7D | +8.0% | -16.0% | +24.0% | +8.0% |
| 30D | +12.9% | -77.7% | +90.6% | +12.8% |
| 3M | +13.2% | -77.2% | +90.3% | +13.7% |
| 6M | -7.0% | -95.2% | +88.2% | -6.8% |
| YTD | -15.0% | -98.0% | +83.0% | -14.9% |
| 1Y | -2.7% | -98.3% | +95.5% | -2.6% |
| 3Y | +184.1% | -99.9% | +283.9% | +200.3% |
| All | +639.5% | -99.9% | +739.3% | +735.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling