-99.9%
DFNS vs CSGP
-64.7%
-35.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.3% |
| 7D | -16.0% | -4.1% | -11.9% | -16.5% |
| 30D | -77.7% | +2.3% | -80.0% | -77.5% |
| 3M | -77.2% | -8.2% | -69.0% | -78.7% |
| 6M | -95.2% | -35.1% | -60.1% | -96.2% |
| YTD | -98.0% | -54.0% | -43.9% | -98.7% |
| 1Y | -98.3% | -65.3% | -33.0% | -99.1% |
| 3Y | -99.9% | -62.6% | -37.3% | -99.9% |
| All | -99.9% | -64.7% | -35.2% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling