+70.1%
CB vs DVA
+88.7%
-18.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.3% |
| 7D | -0.6% | +2.2% | -2.8% | -0.8% |
| 30D | -3.9% | -2.0% | -1.9% | -3.7% |
| 3M | +4.9% | -6.3% | +11.2% | +5.3% |
| 6M | +3.3% | +19.4% | -16.2% | +1.1% |
| YTD | +8.5% | +58.5% | -50.0% | +3.1% |
| 1Y | +22.1% | +33.9% | -11.8% | +17.8% |
| 3Y | +70.1% | +88.4% | -18.3% | +65.8% |
| All | +70.1% | +88.7% | -18.5% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling