-100.0%
DFNS vs CMS
+36.3%
-136.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.6% | -18.8% | -19.6% |
| 7D | -12.7% | -1.3% | -11.4% | -13.3% |
| 30D | -65.2% | +5.3% | -70.5% | -64.3% |
| 3M | -94.6% | -0.3% | -94.2% | -94.6% |
| 6M | -96.2% | -4.0% | -92.2% | -96.3% |
| YTD | -99.6% | +2.1% | -101.7% | -99.6% |
| 1Y | -99.7% | -4.7% | -95.0% | -99.7% |
| 3Y | -100.0% | +36.8% | -136.8% | -100.0% |
| 5Y | -100.0% | +34.9% | -134.8% | -100.0% |
| All | -100.0% | +36.3% | -136.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling