-87.6%
CDE vs DVA
+5,124.5%
-5,212.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | +9.5% | 0.0% | +9.4% | +9.4% |
| 3M | +25.5% | -10.9% | +36.4% | +26.9% |
| 6M | -7.9% | +17.3% | -25.2% | -10.9% |
| YTD | +15.6% | +59.8% | -44.2% | +6.0% |
| 1Y | +34.0% | +36.3% | -2.2% | +25.8% |
| 3Y | +791.9% | +88.6% | +703.3% | +690.5% |
| 5Y | +197.7% | +47.5% | +150.2% | +169.3% |
| 10Y | +55.0% | +185.2% | -130.2% | +26.1% |
| All | -87.6% | +5,124.5% | -5,212.0% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling