-100.0%
DFNS vs CME
+133.8%
-233.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.4% | -11.8% | -12.2% |
| 7D | -44.0% | +0.9% | -44.9% | -44.0% |
| 30D | -69.1% | +13.2% | -82.3% | -69.0% |
| 3M | -95.6% | +16.3% | -111.9% | -95.6% |
| 6M | -96.2% | +7.1% | -103.3% | -96.1% |
| YTD | -99.6% | +15.8% | -115.4% | -99.6% |
| 1Y | -99.7% | +17.1% | -116.8% | -99.7% |
| 3Y | -100.0% | +63.2% | -163.1% | -100.0% |
| 5Y | -100.0% | +70.2% | -170.2% | -100.0% |
| All | -100.0% | +133.8% | -233.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling