-100.0%
DFNS vs CMI
+121.3%
-221.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.7% |
| 7D | -6.0% | +0.5% | -6.4% | -5.9% |
| 30D | -71.2% | -14.0% | -57.2% | -73.0% |
| 3M | -94.5% | -28.1% | -66.4% | -95.4% |
| 6M | -96.5% | -35.8% | -60.7% | -97.3% |
| YTD | -99.6% | -10.5% | -89.1% | -99.6% |
| 1Y | -99.7% | -1.9% | -97.8% | -99.7% |
| 3Y | -100.0% | +121.0% | -221.0% | -100.0% |
| All | -100.0% | +121.3% | -221.3% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling