-99.9%
DFNS vs CME
+109.9%
-209.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.6% |
| 7D | +4.6% | -0.6% | +5.3% | +4.6% |
| 30D | -73.9% | +4.7% | -78.6% | -73.9% |
| 3M | -71.7% | +7.8% | -79.5% | -71.3% |
| 6M | -94.6% | -11.0% | -83.6% | -94.5% |
| YTD | -98.1% | +4.0% | -102.1% | -98.0% |
| 1Y | -98.3% | +9.1% | -107.4% | -98.3% |
| 3Y | -99.9% | +52.3% | -152.2% | -99.9% |
| 5Y | -99.9% | +76.1% | -176.0% | -99.9% |
| All | -99.9% | +109.9% | -209.8% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling