-99.7%
DFNS vs CAG
-9.3%
-90.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -6.3% |
| 7D | -6.0% | -3.3% | -2.6% | -3.9% |
| 30D | -71.2% | +7.7% | -78.9% | -73.8% |
| 3M | -94.5% | -3.2% | -91.3% | -94.8% |
| 6M | -96.5% | +7.0% | -103.5% | -96.5% |
| YTD | -99.6% | -9.0% | -90.6% | -99.6% |
| 1Y | -99.7% | -9.6% | -90.1% | -99.7% |
| All | -99.7% | -9.3% | -90.4% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling