-100.0%
DFNS vs CG
+71.8%
-171.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.4% | +14.3% | +12.7% |
| 7D | -37.0% | +2.0% | -38.9% | -36.8% |
| 30D | -63.4% | +8.5% | -71.9% | -63.1% |
| 3M | -94.1% | -12.1% | -81.9% | -94.1% |
| 6M | -96.3% | -16.4% | -79.9% | -96.4% |
| YTD | -99.6% | -28.0% | -71.6% | -99.6% |
| 1Y | -99.7% | -18.9% | -80.8% | -99.7% |
| 3Y | -100.0% | +51.2% | -151.2% | -100.0% |
| 5Y | -100.0% | -15.9% | -84.1% | -100.0% |
| All | -100.0% | +71.8% | -171.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling