+52.4%
CMG vs DFNS
-99.9%
+152.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | +0.3% |
| 7D | -3.8% | -3.3% | -0.5% | -3.8% |
| 30D | +12.9% | -73.1% | +86.0% | +13.1% |
| 3M | +18.8% | -71.4% | +90.1% | +18.6% |
| 6M | +4.1% | -93.8% | +97.9% | +3.7% |
| YTD | -2.4% | -98.0% | +95.7% | -2.8% |
| 1Y | -6.7% | -98.2% | +91.5% | -7.1% |
| 3Y | -7.1% | -99.9% | +92.8% | -6.8% |
| 5Y | -5.0% | -99.9% | +94.9% | -1.3% |
| All | +52.4% | -99.9% | +152.3% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling