-98.3%
DFNS vs CSGP
-64.9%
-33.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +3.5% |
| 7D | -16.0% | -4.1% | -11.9% | -11.5% |
| 30D | -77.7% | +2.3% | -80.0% | -79.8% |
| 3M | -77.2% | -8.2% | -69.0% | -77.3% |
| 6M | -95.2% | -35.1% | -60.1% | -94.0% |
| YTD | -98.0% | -54.0% | -43.9% | -97.0% |
| 1Y | -98.3% | -65.3% | -33.0% | -96.3% |
| All | -98.3% | -64.9% | -33.3% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling