-100.0%
DFNS vs CG
+63.6%
-163.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.7% | -11.6% | -12.3% |
| 7D | -44.0% | -1.2% | -42.8% | -44.0% |
| 30D | -69.1% | +5.0% | -74.2% | -69.0% |
| 3M | -95.6% | -18.2% | -77.4% | -95.7% |
| 6M | -96.2% | -20.7% | -75.5% | -96.3% |
| YTD | -99.6% | -31.4% | -68.2% | -99.6% |
| 1Y | -99.7% | -22.3% | -77.5% | -99.8% |
| 3Y | -100.0% | +50.2% | -150.1% | -100.0% |
| 5Y | -100.0% | -22.1% | -77.9% | -100.0% |
| All | -100.0% | +63.6% | -163.6% | -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 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