+246.7%
CB vs DVA
+197.6%
+49.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +4.9% | +2.2% |
| 7D | +0.7% | -1.6% | +2.3% | +0.9% |
| 30D | +8.2% | 0.0% | +8.2% | +8.0% |
| 3M | +6.3% | -2.4% | +8.7% | +6.5% |
| 6M | +16.2% | -9.8% | +25.9% | +17.5% |
| YTD | +19.3% | +57.8% | -38.5% | +7.2% |
| 1Y | +29.2% | +49.2% | -20.0% | +17.3% |
| 3Y | +71.4% | +116.0% | -44.6% | +41.0% |
| 5Y | +104.2% | +68.5% | +35.7% | +71.3% |
| 10Y | +246.7% | +198.9% | +47.8% | +148.4% |
| All | +246.7% | +197.6% | +49.1% | +148.4% |
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