-100.0%
DFNS vs CSGP
-61.1%
-38.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.9% | +15.7% | +12.2% |
| 7D | -37.0% | -3.2% | -33.8% | -37.3% |
| 30D | -63.4% | +2.2% | -65.6% | -62.8% |
| 3M | -94.1% | -3.7% | -90.4% | -94.0% |
| 6M | -96.3% | -7.4% | -88.9% | -96.7% |
| YTD | -99.6% | -54.9% | -44.7% | -99.8% |
| 1Y | -99.7% | -54.9% | -44.8% | -99.9% |
| 3Y | -100.0% | -61.9% | -38.1% | -100.0% |
| All | -100.0% | -61.1% | -38.9% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling