-99.6%
DFNS vs CFG
+34.2%
-133.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.4% | -20.7% | -19.4% |
| 7D | -27.7% | +1.8% | -29.4% | -28.5% |
| 30D | -58.0% | +3.3% | -61.3% | -58.8% |
| 3M | -94.0% | -9.8% | -84.1% | -93.6% |
| 6M | -94.6% | +5.2% | -99.8% | -95.1% |
| YTD | -99.4% | +16.1% | -115.5% | -99.6% |
| 1Y | -99.6% | +33.7% | -133.3% | -99.8% |
| All | -99.6% | +34.2% | -133.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling