-100.0%
DFNS vs CFG
+192.0%
-292.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.9% | +11.9% | +13.5% |
| 7D | -13.0% | -0.8% | -12.2% | -14.2% |
| 30D | -56.9% | +3.1% | -60.0% | -55.7% |
| 3M | -93.2% | -9.7% | -83.5% | -93.8% |
| 6M | -95.4% | +6.7% | -102.1% | -95.1% |
| YTD | -99.5% | +15.2% | -114.7% | -99.4% |
| 1Y | -99.6% | +28.8% | -128.4% | -99.5% |
| All | -100.0% | +192.0% | -292.0% | -99.9% |
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