-70.5%
CBRS vs DVA
-2.3%
-68.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.8% | -11.9% | -5.1% |
| 7D | -18.4% | +4.7% | -23.1% | -17.6% |
| 30D | -49.4% | +7.8% | -57.2% | -48.5% |
| 3M | -59.6% | -15.5% | -44.1% | -60.5% |
| All | -70.5% | -2.3% | -68.2% | -62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling