-100.0%
DFNS vs CME
+65.9%
-165.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.4% |
| 7D | -6.0% | +3.9% | -9.9% | -5.7% |
| 30D | -71.2% | +11.3% | -82.5% | -70.9% |
| 3M | -94.5% | +19.6% | -114.1% | -94.4% |
| 6M | -96.5% | +8.1% | -104.6% | -96.4% |
| YTD | -99.6% | +20.4% | -120.0% | -99.6% |
| 1Y | -99.7% | +16.5% | -116.2% | -99.7% |
| 3Y | -100.0% | +66.4% | -166.4% | -100.0% |
| All | -100.0% | +65.9% | -165.9% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling