-99.9%
DFNS vs CAG
-42.7%
-57.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | -16.0% | -3.8% | -12.2% | -16.0% |
| 30D | -77.7% | +3.1% | -80.8% | -77.8% |
| 3M | -77.2% | +23.5% | -100.7% | -76.0% |
| 6M | -95.2% | -14.8% | -80.3% | -95.5% |
| YTD | -98.0% | -5.4% | -92.5% | -98.0% |
| 1Y | -98.3% | -11.8% | -86.5% | -98.3% |
| 3Y | -99.9% | -36.7% | -63.2% | -99.9% |
| 5Y | -99.9% | -40.3% | -59.6% | -99.9% |
| All | -99.9% | -42.7% | -57.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling