-98.3%
DFNS vs CFG
+39.0%
-137.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.2% |
| 7D | +0.8% | +2.7% | -1.9% | -0.5% |
| 30D | -73.2% | -3.7% | -69.5% | -72.7% |
| 3M | -72.4% | +9.5% | -81.9% | -74.7% |
| 6M | -95.2% | +22.2% | -117.5% | -96.1% |
| YTD | -98.0% | +22.3% | -120.3% | -98.3% |
| 1Y | -98.3% | +39.4% | -137.7% | -98.6% |
| All | -98.3% | +39.0% | -137.2% | -98.6% |
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