-99.9%
DFNS vs CG
+81.8%
-181.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.6% | -4.9% |
| 7D | +4.6% | -6.4% | +11.1% | +4.1% |
| 30D | -73.9% | -7.1% | -66.8% | -74.0% |
| 3M | -71.7% | -1.6% | -70.1% | -71.6% |
| 6M | -94.6% | -8.3% | -86.2% | -94.7% |
| YTD | -98.1% | -23.8% | -74.3% | -98.2% |
| 1Y | -98.3% | -28.7% | -69.6% | -98.5% |
| 3Y | -99.9% | +49.2% | -149.0% | -99.9% |
| 5Y | -99.9% | +5.5% | -105.4% | -99.9% |
| All | -99.9% | +81.8% | -181.6% | -99.9% |
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