+5.6%
CDE vs DVA
+62.2%
-56.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.8% | +3.0% | +8.4% |
| 7D | +1.1% | +4.7% | -3.6% | +0.9% |
| 30D | -14.5% | +7.8% | -22.3% | -14.7% |
| 3M | -10.1% | -15.5% | +5.4% | -10.1% |
| 6M | -16.9% | +25.0% | -41.9% | -20.9% |
| YTD | -18.1% | +69.6% | -87.7% | -24.6% |
| 1Y | +5.6% | +60.6% | -55.0% | -0.6% |
| All | +5.6% | +62.2% | -56.5% | -0.6% |
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 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