-24.8%
CCL vs DVA
+35.1%
-59.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -5.0% | +1.8% | -6.9% | -5.2% |
| 30D | -20.3% | -2.5% | -17.9% | -20.2% |
| 3M | -15.1% | -4.3% | -10.9% | -15.4% |
| 6M | -15.1% | +18.9% | -34.0% | -17.6% |
| YTD | -21.8% | +61.9% | -83.7% | -25.6% |
| 1Y | -24.8% | +35.7% | -60.5% | -28.0% |
| All | -24.8% | +35.1% | -59.9% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling