+197.3%
CAG vs DVA
+5,166.5%
-4,969.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | -6.6% | +2.0% | -8.6% | -6.8% |
| 30D | +2.3% | -0.4% | +2.7% | +2.3% |
| 3M | +16.3% | -7.7% | +24.0% | +16.9% |
| 6M | -16.0% | +20.0% | -36.0% | -17.9% |
| YTD | -7.7% | +61.1% | -68.8% | -12.4% |
| 1Y | -16.0% | +33.9% | -49.9% | -19.0% |
| 3Y | -37.7% | +91.5% | -129.2% | -42.4% |
| 5Y | -41.2% | +41.8% | -83.0% | -44.8% |
| 10Y | -33.8% | +187.5% | -221.3% | -42.8% |
| All | +197.3% | +5,166.5% | -4,969.2% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling