+47.2%
CAPR vs DVA
+62.2%
-15.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.8% | +2.5% | +8.3% |
| 7D | +43.2% | +4.7% | +38.4% | +43.2% |
| 30D | +14.7% | +7.8% | +6.9% | +14.8% |
| 3M | +113.9% | -15.5% | +129.4% | +111.6% |
| 6M | -73.4% | +25.0% | -98.4% | -71.6% |
| YTD | -69.1% | +69.6% | -138.7% | -64.2% |
| 1Y | +47.2% | +60.6% | -13.4% | +37.4% |
| All | +47.2% | +62.2% | -15.0% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling