+112.0%
CF vs DVA
+75.9%
+36.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.8% |
| 7D | -3.2% | +2.1% | -5.2% | -3.3% |
| 30D | +4.3% | +8.2% | -3.9% | +3.6% |
| 3M | +2.8% | +5.9% | -3.1% | +2.2% |
| 6M | +0.6% | -1.3% | +1.9% | +0.5% |
| YTD | +56.6% | +68.4% | -11.8% | +47.2% |
| 1Y | +49.6% | +57.5% | -7.8% | +41.7% |
| 3Y | +61.5% | +142.3% | -80.8% | +45.9% |
| All | +112.0% | +75.9% | +36.1% | +91.4% |
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