+863.2%
CDW vs DVA
+199.5%
+663.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | +3.2% | +1.8% | +1.3% | +2.7% |
| 30D | +9.3% | -2.5% | +11.8% | +9.8% |
| 3M | +9.8% | -4.3% | +14.1% | +10.7% |
| 6M | +23.3% | +18.9% | +4.5% | +15.9% |
| YTD | +13.7% | +61.9% | -48.3% | -2.6% |
| 1Y | -6.5% | +35.7% | -42.2% | -16.1% |
| 3Y | -25.2% | +78.6% | -103.9% | -39.5% |
| 5Y | -19.5% | +39.2% | -58.7% | -31.7% |
| 10Y | +285.8% | +184.0% | +101.8% | +148.5% |
| All | +863.2% | +199.5% | +663.7% | +530.1% |
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 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