+304.1%
CFG vs DVA
+187.5%
+116.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -4.6% | +1.7% | -6.3% | -5.1% |
| 3M | +7.9% | -8.7% | +16.6% | +9.8% |
| 6M | +19.9% | +19.7% | +0.2% | +11.2% |
| YTD | +21.7% | +59.6% | -37.9% | +1.9% |
| 1Y | +38.4% | +37.1% | +1.3% | +21.6% |
| 3Y | +187.0% | +89.8% | +97.2% | +117.6% |
| 5Y | +99.5% | +47.4% | +52.2% | +59.5% |
| All | +304.1% | +187.5% | +116.6% | +151.0% |
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