-98.3%
DFNS vs CMI
+39.5%
-137.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -3.1% |
| 7D | -6.3% | -0.7% | -5.6% | -6.0% |
| 30D | -74.0% | -12.4% | -61.6% | -72.3% |
| 3M | -70.1% | -14.8% | -55.4% | -67.9% |
| 6M | -93.9% | +0.8% | -94.7% | -94.4% |
| YTD | -98.1% | +10.2% | -108.3% | -98.3% |
| 1Y | -98.3% | +37.4% | -135.7% | -98.7% |
| All | -98.3% | +39.5% | -137.8% | -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