+86.0%
CAPR vs DVA
+38.1%
+48.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -3.3% |
| 7D | -9.5% | +2.2% | -11.7% | -9.8% |
| 30D | +121.5% | -2.0% | +123.5% | +122.1% |
| 3M | -65.4% | -6.3% | -59.1% | -65.2% |
| 6M | -67.5% | +19.4% | -87.0% | -68.5% |
| YTD | -68.6% | +58.5% | -127.1% | -71.0% |
| 1Y | +42.7% | +33.9% | +8.8% | +35.7% |
| 3Y | +43.4% | +88.4% | -45.1% | +28.3% |
| 5Y | +86.0% | +39.5% | +46.5% | +66.6% |
| All | +86.0% | +38.1% | +48.0% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling