-43.4%
CCL vs DVA
+187.5%
-230.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | -19.0% | +1.7% | -20.6% | -19.5% |
| 3M | -13.1% | -8.7% | -4.4% | -11.2% |
| 6M | -13.3% | +19.7% | -32.9% | -21.1% |
| YTD | -25.2% | +59.6% | -84.8% | -40.5% |
| 1Y | -27.2% | +37.1% | -64.3% | -38.5% |
| 3Y | +49.2% | +89.8% | -40.6% | +5.0% |
| 5Y | +0.4% | +47.4% | -47.0% | -24.1% |
| All | -43.4% | +187.5% | -230.8% | -66.6% |
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