-95.4%
DFNS vs CMS
-3.1%
-92.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.2% | +13.0% | +12.2% |
| 7D | -13.0% | -1.1% | -11.9% | -16.1% |
| 30D | -56.9% | +6.6% | -63.4% | -48.1% |
| 3M | -93.2% | +0.8% | -94.0% | -93.4% |
| 6M | -95.4% | -3.3% | -92.1% | -96.3% |
| All | -95.4% | -3.1% | -92.3% | -96.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling