-98.0%
CAPR vs DVA
+537.4%
-635.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.4% | -6.6% | -9.1% |
| 7D | +7.6% | -1.6% | +9.2% | +8.1% |
| 30D | +13.3% | 0.0% | +13.3% | +13.2% |
| 3M | +130.4% | -2.4% | +132.8% | +131.2% |
| 6M | -70.8% | -9.8% | -61.1% | -70.3% |
| YTD | -69.3% | +57.8% | -127.1% | -73.6% |
| 1Y | +59.5% | +49.2% | +10.3% | +39.1% |
| 3Y | +216.8% | +116.0% | +100.8% | +143.4% |
| 5Y | +152.7% | +68.5% | +84.2% | +98.1% |
| 10Y | -68.2% | +198.9% | -267.1% | -80.0% |
| All | -98.0% | +537.4% | -635.5% | -98.8% |
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