+27.6%
CAVA vs DVA
+86.8%
-59.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -8.0% | -1.3% | -6.7% | -7.8% |
| 30D | -19.6% | 0.0% | -19.6% | -19.6% |
| 3M | -36.7% | -10.9% | -25.7% | -35.8% |
| 6M | -30.6% | +17.3% | -47.9% | -34.3% |
| YTD | -4.8% | +59.8% | -64.6% | -18.9% |
| 1Y | -13.1% | +36.3% | -49.4% | -21.9% |
| 3Y | +48.8% | +88.6% | -39.8% | +26.1% |
| All | +27.6% | +86.8% | -59.1% | +25.3% |
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