-100.0%
DFNS vs CFG
+61.9%
-161.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.8% | -18.6% | -19.7% |
| 7D | -12.7% | +1.6% | -14.3% | -12.2% |
| 30D | -65.2% | +3.3% | -68.5% | -64.8% |
| 3M | -94.6% | -11.5% | -83.0% | -94.9% |
| 6M | -96.2% | +6.2% | -102.5% | -96.1% |
| YTD | -99.6% | +14.3% | -113.9% | -99.6% |
| 1Y | -99.7% | +26.7% | -126.4% | -99.7% |
| 3Y | -100.0% | +187.8% | -287.7% | -100.0% |
| 5Y | -100.0% | +61.3% | -161.3% | -100.0% |
| All | -100.0% | +61.9% | -161.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling