-100.0%
DFNS vs CMS
+34.1%
-134.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.2% | +13.0% | +12.6% |
| 7D | -13.0% | -1.1% | -11.9% | -13.7% |
| 30D | -56.9% | +6.6% | -63.4% | -55.1% |
| 3M | -93.2% | +0.8% | -94.0% | -93.2% |
| 6M | -95.4% | -3.3% | -92.1% | -95.5% |
| YTD | -99.5% | +2.7% | -102.2% | -99.5% |
| 1Y | -99.6% | -4.0% | -95.6% | -99.6% |
| 3Y | -100.0% | +37.6% | -137.6% | -100.0% |
| 5Y | -100.0% | +35.4% | -135.4% | -100.0% |
| All | -100.0% | +34.1% | -134.0% | -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