-100.0%
DFNS vs CAG
-42.8%
-57.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.0% |
| 7D | -42.8% | +4.6% | -47.4% | -42.6% |
| 30D | -67.6% | +14.7% | -82.2% | -67.4% |
| 3M | -94.9% | +2.4% | -97.2% | -94.9% |
| 6M | -96.7% | +10.7% | -107.5% | -96.7% |
| YTD | -99.6% | -5.5% | -94.1% | -99.6% |
| 1Y | -99.7% | -4.6% | -95.2% | -99.7% |
| 3Y | -100.0% | -34.4% | -65.5% | -100.0% |
| 5Y | -100.0% | -39.2% | -60.8% | -100.0% |
| All | -100.0% | -42.8% | -57.2% | -100.0% |
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 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