-99.9%
DFNS vs CMI
+246.8%
-346.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.2% |
| 7D | -6.3% | -0.7% | -5.6% | -6.5% |
| 30D | -74.0% | -12.4% | -61.6% | -75.1% |
| 3M | -70.1% | -14.8% | -55.4% | -71.7% |
| 6M | -93.9% | +0.8% | -94.7% | -93.9% |
| YTD | -98.1% | +10.2% | -108.3% | -98.0% |
| 1Y | -98.3% | +37.4% | -135.7% | -98.0% |
| 3Y | -99.9% | +153.3% | -253.2% | -99.9% |
| 5Y | -99.9% | +167.6% | -267.5% | -99.8% |
| All | -99.9% | +246.8% | -346.7% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling