+22.4%
CCI vs DVA
+187.8%
-165.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.4% |
| 7D | -0.3% | -1.3% | +1.0% | -0.1% |
| 30D | +2.2% | 0.0% | +2.2% | +2.2% |
| 3M | -16.9% | -10.9% | -6.0% | -15.8% |
| 6M | -11.5% | +17.3% | -28.8% | -13.9% |
| YTD | -12.8% | +59.8% | -72.6% | -19.2% |
| 1Y | -17.1% | +36.3% | -53.3% | -21.4% |
| 3Y | -9.6% | +88.6% | -98.2% | -19.5% |
| 5Y | -48.9% | +47.5% | -96.5% | -53.7% |
| All | +22.4% | +187.8% | -165.4% | -0.2% |
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