+55.9%
CMG vs DFNS
-99.9%
+155.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -2.8% | -16.0% | +13.2% | -2.8% |
| 30D | +7.1% | -77.7% | +84.8% | +7.4% |
| 3M | +31.2% | -77.2% | +108.3% | +30.9% |
| 6M | +0.7% | -95.2% | +95.9% | +0.3% |
| YTD | -0.1% | -98.0% | +97.9% | -0.6% |
| 1Y | -10.7% | -98.3% | +87.5% | -11.2% |
| 3Y | -4.7% | -99.9% | +95.2% | -4.3% |
| 5Y | -3.8% | -99.9% | +96.1% | 0.0% |
| All | +55.9% | -99.9% | +155.8% | +61.5% |
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