-99.9%
DFNS vs CAG
-44.1%
-55.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.6% |
| 7D | +4.6% | -6.6% | +11.3% | +4.7% |
| 30D | -73.9% | +2.3% | -76.2% | -74.1% |
| 3M | -71.7% | +16.3% | -88.0% | -70.6% |
| 6M | -94.6% | -16.0% | -78.5% | -94.9% |
| YTD | -98.1% | -7.7% | -90.4% | -98.1% |
| 1Y | -98.3% | -16.0% | -82.3% | -98.4% |
| 3Y | -99.9% | -37.7% | -62.2% | -99.9% |
| 5Y | -99.9% | -41.2% | -58.6% | -99.9% |
| All | -99.9% | -44.1% | -55.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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