+31.1%
CAPR vs DVA
+33.5%
-2.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.9% |
| 7D | -10.6% | -0.2% | -10.4% | -10.5% |
| 30D | +111.2% | +1.7% | +109.5% | +111.2% |
| 3M | -67.2% | -8.7% | -58.6% | -66.9% |
| 6M | -75.1% | +19.7% | -94.8% | -74.1% |
| YTD | -71.2% | +59.6% | -130.8% | -68.8% |
| 1Y | +31.1% | +37.1% | -6.0% | +37.2% |
| All | +31.1% | +33.5% | -2.4% | +37.2% |
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