+1,014.0%
CBOE vs DVA
+455.1%
+558.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +2.0% | +1.7% | +0.3% | +1.7% |
| 3M | -4.2% | -8.7% | +4.4% | -3.4% |
| 6M | +1.2% | +19.7% | -18.5% | -1.7% |
| YTD | +15.4% | +59.6% | -44.2% | +7.6% |
| 1Y | +23.5% | +37.1% | -13.6% | +17.3% |
| 3Y | +93.2% | +89.8% | +3.4% | +72.2% |
| 5Y | +142.0% | +47.4% | +94.6% | +120.3% |
| 10Y | +379.2% | +184.9% | +194.3% | +274.1% |
| All | +1,014.0% | +455.1% | +558.9% | +658.1% |
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