-99.9%
DFNS vs CG
+93.5%
-193.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.5% |
| 7D | -16.0% | -4.3% | -11.7% | -16.3% |
| 30D | -77.7% | -5.1% | -72.6% | -77.8% |
| 3M | -77.2% | +8.7% | -85.9% | -76.8% |
| 6M | -95.2% | -9.2% | -85.9% | -95.3% |
| YTD | -98.0% | -18.9% | -79.1% | -98.1% |
| 1Y | -98.3% | -25.6% | -72.6% | -98.4% |
| 3Y | -99.9% | +57.3% | -157.1% | -99.9% |
| 5Y | -99.9% | +10.2% | -110.0% | -99.9% |
| All | -99.9% | +93.5% | -193.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling