+5,702.3%
CB vs DVA
+5,406.5%
+295.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | +0.2% | +2.1% | -1.8% | -0.1% |
| 30D | +9.1% | +8.2% | +0.8% | +7.7% |
| 3M | +3.4% | +5.9% | -2.5% | +2.3% |
| 6M | +14.1% | -1.3% | +15.4% | +13.7% |
| YTD | +18.0% | +68.4% | -50.4% | +7.5% |
| 1Y | +30.1% | +57.5% | -27.3% | +19.7% |
| 3Y | +71.8% | +142.3% | -70.5% | +46.2% |
| 5Y | +101.8% | +75.0% | +26.9% | +76.1% |
| 10Y | +252.1% | +226.4% | +25.8% | +174.6% |
| All | +5,702.3% | +5,406.5% | +295.8% | +3,351.9% |
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