-50.1%
CCI vs DVA
+40.8%
-91.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | +0.3% | +1.7% | -1.4% | +0.2% |
| 3M | -20.0% | -8.7% | -11.3% | -19.4% |
| 6M | -14.5% | +19.7% | -34.2% | -16.0% |
| YTD | -14.9% | +59.6% | -74.5% | -18.6% |
| 1Y | -17.7% | +37.1% | -54.8% | -20.2% |
| 3Y | -12.4% | +89.8% | -102.1% | -17.5% |
| 5Y | -50.1% | +47.4% | -97.5% | -53.1% |
| All | -50.1% | +40.8% | -91.0% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling