-99.9%
DFNS vs CMI
+165.7%
-265.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -5.0% |
| 7D | +4.6% | +0.7% | +3.9% | +4.9% |
| 30D | -73.9% | -12.3% | -61.6% | -75.2% |
| 3M | -71.7% | -16.8% | -54.9% | -73.6% |
| 6M | -94.6% | +1.5% | -96.1% | -94.5% |
| YTD | -98.1% | +9.8% | -107.9% | -98.0% |
| 1Y | -98.3% | +42.6% | -140.9% | -97.9% |
| 3Y | -99.9% | +151.0% | -250.9% | -99.9% |
| All | -99.9% | +165.7% | -265.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling