-7.6%
CMG vs DFNS
-99.9%
+92.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -2.5% |
| 7D | -6.5% | +4.6% | -11.1% | -6.5% |
| 30D | +12.1% | -73.9% | +86.0% | +12.3% |
| 3M | +20.6% | -71.7% | +92.3% | +20.4% |
| 6M | +2.1% | -94.6% | +96.7% | +1.7% |
| YTD | -2.6% | -98.1% | +95.5% | -3.1% |
| 1Y | -8.7% | -98.3% | +89.6% | -9.1% |
| All | -7.6% | -99.9% | +92.3% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling