+208.5%
CFG vs DVA
+193.2%
+15.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +3.2% | -8.8% | +12.0% | +5.8% |
| 30D | +5.1% | -3.4% | +8.5% | +5.8% |
| 3M | -11.2% | -2.6% | -8.7% | -11.1% |
| 6M | +9.6% | -11.9% | +21.4% | +11.8% |
| YTD | +15.0% | +53.6% | -38.7% | -3.4% |
| 1Y | +29.9% | +41.9% | -12.0% | +12.0% |
| 3Y | +192.1% | +97.5% | +94.6% | +118.8% |
| 5Y | +62.3% | +65.0% | -2.7% | +22.6% |
| All | +208.5% | +193.2% | +15.3% | +83.0% |
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