+48.8%
CMG vs DFNS
-100.0%
+148.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.3% |
| 7D | +2.5% | -6.0% | +8.4% | +2.5% |
| 30D | +15.6% | -71.2% | +86.8% | +15.8% |
| 3M | +8.2% | -94.5% | +102.7% | +8.7% |
| 6M | +9.9% | -96.5% | +106.4% | +9.9% |
| YTD | -4.6% | -99.6% | +95.0% | -4.9% |
| 1Y | +12.4% | -99.7% | +112.1% | +12.2% |
| 3Y | -18.0% | -100.0% | +82.0% | -17.4% |
| 5Y | -5.3% | -100.0% | +94.7% | -1.5% |
| All | +48.8% | -100.0% | +148.8% | +54.6% |
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 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