-99.9%
DFNS vs CFG
+266.5%
-366.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -16.0% | +1.5% | -17.5% | -15.6% |
| 30D | -77.7% | -3.8% | -73.9% | -77.9% |
| 3M | -77.2% | +11.5% | -88.7% | -76.3% |
| 6M | -95.2% | +19.2% | -114.4% | -94.9% |
| YTD | -98.0% | +23.7% | -121.7% | -97.8% |
| 1Y | -98.3% | +38.8% | -137.1% | -98.1% |
| 3Y | -99.9% | +178.9% | -278.8% | -99.8% |
| 5Y | -99.9% | +101.8% | -201.6% | -99.8% |
| All | -99.9% | +266.5% | -366.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling