-95.2%
DFNS vs CAG
-15.5%
-79.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +2.1% |
| 7D | -16.0% | -3.8% | -12.2% | -11.2% |
| 30D | -77.7% | +3.1% | -80.8% | -81.3% |
| 3M | -77.2% | +23.5% | -100.7% | -78.4% |
| 6M | -95.2% | -14.8% | -80.3% | -95.2% |
| All | -95.2% | -15.5% | -79.7% | -95.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling