+897.6%
CCI vs DVA
+1,977.6%
-1,080.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | +0.2% | +2.2% | -2.1% | -0.1% |
| 30D | +0.5% | -2.0% | +2.5% | +0.8% |
| 3M | -16.3% | -6.3% | -10.0% | -15.7% |
| 6M | -13.9% | +19.4% | -33.4% | -16.7% |
| YTD | -12.4% | +58.5% | -70.9% | -19.0% |
| 1Y | -15.2% | +33.9% | -49.0% | -19.7% |
| 3Y | -9.9% | +88.4% | -98.3% | -20.0% |
| 5Y | -50.8% | +39.5% | -90.3% | -55.4% |
| 10Y | +18.3% | +179.5% | -161.2% | -5.9% |
| All | +897.6% | +1,977.6% | -1,080.0% | +529.3% |
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