+5,326.8%
CF vs DVA
+683.7%
+4,643.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.8% |
| 7D | -0.9% | -0.1% | -0.8% | -1.0% |
| 30D | +6.9% | +3.5% | +3.4% | +5.3% |
| 3M | +4.8% | +1.0% | +3.9% | +3.7% |
| 6M | +4.7% | -6.6% | +11.3% | +5.3% |
| YTD | +56.5% | +63.3% | -6.8% | +26.4% |
| 1Y | +48.4% | +50.0% | -1.6% | +23.5% |
| 3Y | +59.1% | +120.1% | -60.9% | +10.3% |
| 5Y | +109.5% | +73.7% | +35.8% | +47.2% |
| 10Y | +487.0% | +212.7% | +274.2% | +186.3% |
| All | +5,326.8% | +683.7% | +4,643.1% | +1,400.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling