-99.9%
DFNS vs CMI
+249.8%
-349.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.7% |
| 7D | +0.8% | +1.9% | -1.1% | +1.3% |
| 30D | -73.2% | -12.5% | -60.7% | -74.4% |
| 3M | -72.4% | -16.2% | -56.2% | -74.0% |
| 6M | -95.2% | +4.9% | -100.1% | -95.1% |
| YTD | -98.0% | +11.1% | -109.1% | -97.9% |
| 1Y | -98.3% | +43.4% | -141.6% | -97.9% |
| 3Y | -99.9% | +154.1% | -253.9% | -99.8% |
| 5Y | -99.9% | +169.5% | -269.3% | -99.8% |
| All | -99.9% | +249.8% | -349.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling