+33.9%
CCL vs DVA
+64.3%
-30.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.2% | -8.8% | +7.6% | +1.6% |
| 30D | +13.1% | -3.4% | +16.5% | +14.0% |
| 3M | +3.4% | -2.6% | +5.9% | +3.7% |
| 6M | +18.7% | -11.9% | +30.6% | +21.3% |
| YTD | -2.3% | +53.6% | -55.9% | -19.5% |
| 1Y | +14.2% | +41.9% | -27.7% | -3.0% |
| 3Y | +133.6% | +97.5% | +36.1% | +67.0% |
| All | +33.9% | +64.3% | -30.5% | -2.2% |
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