-100.0%
DFNS vs CG
+62.2%
-162.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -4.3% | -15.1% | -19.6% |
| 7D | -12.7% | -1.5% | -11.2% | -12.7% |
| 30D | -65.2% | +5.7% | -70.9% | -65.0% |
| 3M | -94.6% | -17.9% | -76.7% | -94.6% |
| 6M | -96.2% | -20.2% | -76.0% | -96.3% |
| YTD | -99.6% | -32.0% | -67.6% | -99.6% |
| 1Y | -99.7% | -27.0% | -72.7% | -99.7% |
| 3Y | -100.0% | +42.8% | -142.7% | -100.0% |
| 5Y | -100.0% | -23.4% | -76.5% | -100.0% |
| All | -100.0% | +62.2% | -162.2% | -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