-99.9%
DFNS vs CMS
+23.4%
-123.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.5% |
| 7D | -16.0% | +0.4% | -16.4% | -15.9% |
| 30D | -77.7% | -3.6% | -74.1% | -78.2% |
| 3M | -77.2% | -1.9% | -75.3% | -77.4% |
| 6M | -95.2% | -11.0% | -84.2% | -95.4% |
| YTD | -98.0% | +0.2% | -98.2% | -98.0% |
| 1Y | -98.3% | -1.3% | -96.9% | -98.3% |
| 3Y | -99.9% | +35.9% | -135.8% | -99.9% |
| All | -99.9% | +23.4% | -123.3% | -99.8% |
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