+130.4%
CAPR vs DVA
-1.7%
+132.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.4% | -6.6% | -8.8% |
| 7D | +7.6% | -1.6% | +9.2% | +7.8% |
| 30D | +13.3% | 0.0% | +13.3% | +13.7% |
| 3M | +130.4% | -2.4% | +132.8% | +127.4% |
| All | +130.4% | -1.7% | +132.1% | +127.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling