-100.0%
DFNS vs CI
+48.8%
-148.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.7% | -17.6% | -19.3% |
| 7D | -12.7% | -1.7% | -10.9% | -12.6% |
| 30D | -65.2% | +4.9% | -70.1% | -65.2% |
| 3M | -94.6% | +7.4% | -102.0% | -94.6% |
| 6M | -96.2% | +0.4% | -96.6% | -96.3% |
| YTD | -99.6% | +9.5% | -109.1% | -99.6% |
| 1Y | -99.7% | +12.0% | -111.7% | -99.7% |
| 3Y | -100.0% | +7.1% | -107.1% | -100.0% |
| 5Y | -100.0% | +49.3% | -149.3% | -100.0% |
| All | -100.0% | +48.8% | -148.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 5y: compounded portfolio wealth divided by compounded CI 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…
5y analysis · Full analysis span regression · 6 months rolling