+72.5%
CART vs DVA
+91.2%
-18.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.6% |
| 7D | +3.0% | +2.1% | +0.9% | +2.9% |
| 30D | +28.6% | +8.2% | +20.3% | +28.3% |
| 3M | +29.1% | +5.9% | +23.2% | +28.9% |
| 6M | +44.7% | -1.3% | +46.0% | +44.5% |
| YTD | +29.2% | +68.4% | -39.2% | +24.1% |
| 1Y | +66.2% | +57.5% | +8.7% | +61.2% |
| 3Y | +112.8% | +142.3% | -29.5% | +71.2% |
| All | +72.5% | +91.2% | -18.7% | +51.3% |
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