-2.7%
CEG vs DVA
+35.1%
-37.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +5.0% |
| 7D | +8.0% | +1.8% | +6.2% | +8.1% |
| 30D | +12.9% | -2.5% | +15.4% | +12.7% |
| 3M | +13.2% | -4.3% | +17.4% | +13.0% |
| 6M | -7.0% | +18.9% | -25.9% | -5.2% |
| YTD | -15.0% | +61.9% | -76.9% | -10.1% |
| 1Y | -2.7% | +35.7% | -38.5% | -1.2% |
| All | -2.7% | +35.1% | -37.9% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling