-99.6%
DFNS vs CMS
+1.4%
-101.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.4% | -19.7% | -16.1% |
| 7D | -27.7% | +4.1% | -31.7% | -22.5% |
| 30D | -58.0% | +10.9% | -68.8% | -49.9% |
| 3M | -94.0% | -0.2% | -93.7% | -94.1% |
| 6M | -94.6% | -4.7% | -89.9% | -94.8% |
| YTD | -99.4% | +3.9% | -103.3% | -99.4% |
| 1Y | -99.6% | +0.4% | -100.0% | -99.7% |
| All | -99.6% | +1.4% | -101.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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