-28.9%
CDW vs DVA
+88.7%
-117.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.0% | -5.1% |
| 7D | -3.9% | +2.2% | -6.1% | -3.9% |
| 30D | +6.9% | -2.0% | +8.9% | +7.0% |
| 3M | +7.7% | -6.3% | +13.9% | +8.7% |
| 6M | +18.3% | +19.4% | -1.1% | +18.3% |
| YTD | +7.8% | +58.5% | -50.7% | +2.4% |
| 1Y | -12.2% | +33.9% | -46.0% | -14.1% |
| 3Y | -28.9% | +88.4% | -117.4% | -30.1% |
| All | -28.9% | +88.7% | -117.6% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling