+70.6%
CDW vs DVA
-8.6%
+79.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.5% |
| 7D | +2.6% | -4.8% | +7.3% | +4.0% |
| 30D | +20.4% | +0.9% | +19.4% | +19.9% |
| 3M | +28.5% | +2.9% | +25.6% | +27.4% |
| 6M | +70.6% | -7.8% | +78.4% | +100.7% |
| All | +70.6% | -8.6% | +79.2% | +100.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling