-100.0%
DFNS vs CMS
+32.6%
-132.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.1% | -10.1% | -13.4% |
| 7D | -44.0% | -1.3% | -42.7% | -44.4% |
| 30D | -69.1% | +6.3% | -75.4% | -67.9% |
| 3M | -95.6% | -2.1% | -93.6% | -95.7% |
| 6M | -96.2% | -5.1% | -91.1% | -96.2% |
| YTD | -99.6% | +1.3% | -100.9% | -99.6% |
| 1Y | -99.7% | -1.4% | -98.3% | -99.7% |
| 3Y | -100.0% | +36.9% | -136.9% | -100.0% |
| All | -100.0% | +32.6% | -132.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling