+269.4%
CDW vs DVA
+186.3%
+83.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | -4.2% | +2.0% | -6.3% | -4.6% |
| 30D | +4.9% | -0.4% | +5.2% | +4.9% |
| 3M | +7.3% | -7.7% | +14.9% | +8.9% |
| 6M | +19.2% | +20.0% | -0.8% | +12.0% |
| YTD | +6.2% | +61.1% | -54.9% | -8.5% |
| 1Y | -14.0% | +33.9% | -47.9% | -22.3% |
| 3Y | -30.0% | +91.5% | -121.5% | -44.2% |
| 5Y | -23.6% | +41.8% | -65.4% | -35.2% |
| 10Y | +269.4% | +187.5% | +81.9% | +145.1% |
| All | +269.4% | +186.3% | +83.1% | +145.1% |
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