-95.2%
DFNS vs CI
+1.6%
-96.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +2.9% |
| 7D | -16.0% | +1.3% | -17.3% | -18.4% |
| 30D | -77.7% | +4.4% | -82.1% | -80.7% |
| 3M | -77.2% | +0.7% | -77.8% | -74.9% |
| 6M | -95.2% | +0.3% | -95.5% | -95.0% |
| All | -95.2% | +1.6% | -96.8% | -95.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling