+67.1%
CFG vs DVA
+70.6%
-3.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +6.0% | +3.5% |
| 7D | +0.3% | -0.1% | +0.4% | +0.2% |
| 30D | +3.2% | +3.5% | -0.3% | +2.3% |
| 3M | -9.7% | +1.0% | -10.7% | -10.2% |
| 6M | +3.6% | -6.6% | +10.2% | +3.9% |
| YTD | +14.7% | +63.3% | -48.6% | +0.3% |
| 1Y | +29.6% | +50.0% | -20.4% | +15.6% |
| 3Y | +190.6% | +120.1% | +70.5% | +133.2% |
| 5Y | +67.1% | +73.7% | -6.6% | +38.6% |
| All | +67.1% | +70.6% | -3.5% | +38.6% |
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