+1,056.5%
CCJ vs DVA
+187.8%
+868.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.0% | -1.3% | -2.7% | -3.8% |
| 30D | -2.4% | 0.0% | -2.4% | -2.4% |
| 3M | -2.3% | -10.9% | +8.6% | -1.2% |
| 6M | -16.2% | +17.3% | -33.5% | -19.5% |
| YTD | +5.7% | +59.8% | -54.1% | -4.6% |
| 1Y | +21.3% | +36.3% | -15.0% | +12.4% |
| 3Y | +159.4% | +88.6% | +70.8% | +122.5% |
| 5Y | +300.7% | +47.5% | +253.1% | +252.2% |
| All | +1,056.5% | +187.8% | +868.6% | +819.0% |
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