+12.4%
CMG vs DFNS
-99.7%
+112.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.5% |
| 7D | +2.5% | -6.0% | +8.4% | +2.6% |
| 30D | +15.6% | -71.2% | +86.8% | +19.1% |
| 3M | +8.2% | -94.5% | +102.7% | +15.9% |
| 6M | +9.9% | -96.5% | +106.4% | +14.3% |
| YTD | -4.6% | -99.6% | +95.0% | +9.3% |
| 1Y | +12.4% | -99.7% | +112.1% | +29.1% |
| All | +12.4% | -99.7% | +112.1% | +29.1% |
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