+62.4%
CART vs DVA
+62.2%
+0.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.2% | +2.3% |
| 7D | +1.4% | +4.7% | -3.4% | +2.0% |
| 30D | +29.7% | +7.8% | +21.9% | +31.0% |
| 3M | +29.7% | -15.5% | +45.2% | +25.9% |
| 6M | +36.8% | +25.0% | +11.8% | +46.6% |
| YTD | +31.7% | +69.6% | -37.9% | +49.5% |
| 1Y | +62.4% | +60.6% | +1.8% | +86.8% |
| All | +62.4% | +62.2% | +0.2% | +86.8% |
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 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