-99.9%
DFNS vs CAG
-40.6%
-59.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | +0.8% | -5.3% | +6.1% | +0.8% |
| 30D | -73.2% | +1.0% | -74.2% | -73.4% |
| 3M | -72.4% | +17.4% | -89.8% | -71.2% |
| 6M | -95.2% | -16.8% | -78.4% | -95.6% |
| YTD | -98.0% | -6.8% | -91.2% | -98.1% |
| 1Y | -98.3% | -15.4% | -82.9% | -98.4% |
| 3Y | -99.9% | -37.1% | -62.8% | -99.9% |
| 5Y | -99.9% | -41.3% | -58.6% | -99.9% |
| All | -99.9% | -40.6% | -59.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling