+61.7%
CF vs DVA
+35.1%
+26.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.2% |
| 7D | +6.0% | +1.8% | +4.2% | +6.0% |
| 30D | +14.8% | -2.5% | +17.3% | +14.9% |
| 3M | +14.1% | -4.3% | +18.3% | +14.8% |
| 6M | +28.5% | +18.9% | +9.7% | +30.7% |
| YTD | +74.9% | +61.9% | +13.0% | +70.2% |
| 1Y | +61.7% | +35.7% | +26.0% | +62.2% |
| All | +61.7% | +35.1% | +26.5% | +62.2% |
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