+580.6%
CF vs DVA
+187.2%
+393.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.5% |
| 7D | +6.0% | +1.8% | +4.2% | +5.6% |
| 30D | +14.8% | -2.5% | +17.3% | +15.3% |
| 3M | +14.1% | -4.3% | +18.3% | +14.5% |
| 6M | +28.5% | +18.9% | +9.7% | +22.1% |
| YTD | +74.9% | +61.9% | +13.0% | +53.3% |
| 1Y | +61.7% | +35.7% | +26.0% | +47.6% |
| 3Y | +80.3% | +78.6% | +1.7% | +49.0% |
| 5Y | +226.0% | +39.2% | +186.8% | +181.7% |
| All | +580.6% | +187.2% | +393.4% | +362.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling