+1,604.2%
CCJ vs DVA
+2,939.0%
-1,334.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.4% | +1.5% |
| 7D | +5.9% | +2.2% | +3.7% | +5.6% |
| 30D | +4.7% | -2.0% | +6.7% | +5.0% |
| 3M | -3.3% | -6.3% | +3.0% | -2.9% |
| 6M | -7.0% | +19.4% | -26.5% | -10.0% |
| YTD | +11.5% | +58.5% | -47.0% | +3.1% |
| 1Y | +32.3% | +33.9% | -1.6% | +25.1% |
| 3Y | +176.8% | +88.4% | +88.4% | +146.7% |
| 5Y | +351.8% | +39.5% | +312.3% | +312.2% |
| 10Y | +1,080.5% | +179.5% | +901.0% | +858.5% |
| All | +1,604.2% | +2,939.0% | -1,334.8% | +1,068.2% |
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 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