+110.9%
CF vs DVA
+64.3%
+46.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | +4.8% | -8.8% | +13.5% | +5.4% |
| 30D | +4.7% | -3.4% | +8.1% | +4.8% |
| 3M | +7.4% | -2.6% | +10.0% | +7.4% |
| 6M | +0.6% | -11.9% | +12.5% | +1.3% |
| YTD | +64.1% | +53.6% | +10.5% | +55.2% |
| 1Y | +51.4% | +41.9% | +9.5% | +44.5% |
| 3Y | +67.8% | +97.5% | -29.7% | +54.2% |
| All | +110.9% | +64.3% | +46.6% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling