+42.4%
CART vs DVA
+79.9%
-37.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -6.0% |
| 7D | -4.1% | +2.2% | -6.3% | -4.1% |
| 30D | -4.3% | -2.0% | -2.3% | -4.3% |
| 3M | +13.1% | -6.3% | +19.4% | +13.2% |
| 6M | +26.0% | +19.4% | +6.6% | +25.0% |
| YTD | +6.7% | +58.5% | -51.8% | +2.6% |
| 1Y | +6.3% | +33.9% | -27.6% | +4.9% |
| All | +42.4% | +79.9% | -37.5% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling