-0.9%
CCL vs DVA
+41.6%
-42.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.7% |
| 7D | -4.4% | +2.0% | -6.4% | -5.0% |
| 30D | -18.2% | -0.4% | -17.8% | -18.1% |
| 3M | -17.7% | -7.7% | -10.1% | -16.6% |
| 6M | -13.0% | +20.0% | -33.0% | -20.1% |
| YTD | -24.5% | +61.1% | -85.6% | -38.6% |
| 1Y | -26.9% | +33.9% | -60.8% | -36.3% |
| 3Y | +50.8% | +91.5% | -40.8% | +8.7% |
| 5Y | -0.9% | +41.8% | -42.7% | -18.2% |
| All | -0.9% | +41.6% | -42.6% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling