-98.3%
DFNS vs CMI
+45.0%
-143.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.7% |
| 7D | -16.0% | -0.7% | -15.3% | -15.6% |
| 30D | -77.7% | -13.4% | -64.3% | -76.2% |
| 3M | -77.2% | -17.0% | -60.2% | -75.2% |
| 6M | -95.2% | -1.6% | -93.5% | -95.5% |
| YTD | -98.0% | +11.0% | -108.9% | -98.2% |
| 1Y | -98.3% | +41.9% | -140.2% | -98.7% |
| All | -98.3% | +45.0% | -143.2% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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