-99.6%
DFNS vs CME
+19.8%
-119.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.4% | -19.7% | -18.3% |
| 7D | -27.7% | +4.8% | -32.5% | -27.7% |
| 30D | -58.0% | +14.2% | -72.1% | -58.2% |
| 3M | -94.0% | +17.9% | -111.9% | -94.1% |
| 6M | -94.6% | +7.2% | -101.8% | -94.0% |
| YTD | -99.4% | +16.7% | -116.2% | -99.3% |
| 1Y | -99.6% | +19.6% | -119.2% | -99.6% |
| All | -99.6% | +19.8% | -119.4% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling