-37.7%
CAG vs DVA
+187.8%
-225.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -5.7% | -1.3% | -4.4% | -5.5% |
| 30D | -2.4% | 0.0% | -2.4% | -2.4% |
| 3M | +9.8% | -10.9% | +20.7% | +11.1% |
| 6M | -10.8% | +17.3% | -28.1% | -13.5% |
| YTD | -10.8% | +59.8% | -70.6% | -17.5% |
| 1Y | -19.0% | +36.3% | -55.2% | -23.4% |
| 3Y | -39.7% | +88.6% | -128.3% | -46.1% |
| 5Y | -43.0% | +47.5% | -90.5% | -48.0% |
| All | -37.7% | +187.8% | -225.5% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling