-96.2%
DFNS vs CI
+7.4%
-103.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.6% | -9.6% | -8.1% |
| 7D | -44.0% | -1.6% | -42.5% | -42.6% |
| 30D | -69.1% | +5.4% | -74.5% | -72.0% |
| 3M | -95.6% | +7.3% | -102.9% | -96.5% |
| 6M | -96.2% | +5.3% | -101.5% | -96.0% |
| All | -96.2% | +7.4% | -103.6% | -96.0% |
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