+471.5%
CF vs DVA
+193.2%
+278.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | +4.8% | -8.8% | +13.5% | +6.5% |
| 30D | +4.7% | -3.4% | +8.1% | +5.0% |
| 3M | +7.4% | -2.6% | +10.0% | +7.3% |
| 6M | +0.6% | -11.9% | +12.5% | +2.1% |
| YTD | +64.1% | +53.6% | +10.5% | +44.6% |
| 1Y | +51.4% | +41.9% | +9.5% | +36.0% |
| 3Y | +67.8% | +97.5% | -29.7% | +35.1% |
| 5Y | +114.1% | +65.0% | +49.2% | +72.2% |
| All | +471.5% | +193.2% | +278.3% | +278.7% |
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 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