-95.4%
DFNS vs CAG
+7.1%
-102.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -2.4% | +15.1% | +15.0% |
| 7D | -13.0% | -1.8% | -11.2% | -12.3% |
| 30D | -56.9% | +9.7% | -66.5% | -64.3% |
| 3M | -93.2% | +0.5% | -93.7% | -94.5% |
| 6M | -95.4% | +8.9% | -104.4% | -95.0% |
| All | -95.4% | +7.1% | -102.5% | -95.0% |
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