+3,440.0%
CAH vs DVA
+5,166.5%
-1,726.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | -2.2% | +2.0% | -4.3% | -2.5% |
| 30D | +1.2% | -0.4% | +1.6% | +1.2% |
| 3M | +13.1% | -7.7% | +20.8% | +13.9% |
| 6M | +8.5% | +20.0% | -11.5% | +4.5% |
| YTD | +17.6% | +61.1% | -43.5% | +7.9% |
| 1Y | +60.7% | +33.9% | +26.8% | +51.2% |
| 3Y | +183.2% | +91.5% | +91.6% | +148.3% |
| 5Y | +402.2% | +41.8% | +360.4% | +351.8% |
| 10Y | +302.3% | +187.5% | +114.8% | +223.4% |
| All | +3,440.0% | +5,166.5% | -1,726.5% | +2,208.6% |
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