-100.0%
DFNS vs CFG
+168.6%
-268.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.9% | -11.3% | -13.0% |
| 7D | -44.0% | -0.9% | -43.1% | -44.5% |
| 30D | -69.1% | +1.1% | -70.2% | -68.8% |
| 3M | -95.6% | -12.0% | -83.6% | -96.1% |
| 6M | -96.2% | -2.2% | -93.9% | -96.2% |
| YTD | -99.6% | +11.4% | -111.0% | -99.6% |
| 1Y | -99.7% | +27.8% | -127.6% | -99.7% |
| 3Y | -100.0% | +173.3% | -273.3% | -100.0% |
| All | -100.0% | +168.6% | -268.6% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling