+101.5%
CFG vs DVA
+38.1%
+63.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | +2.7% | +2.2% | +0.5% | +2.2% |
| 30D | -3.7% | -2.0% | -1.7% | -3.3% |
| 3M | +9.5% | -6.3% | +15.7% | +10.2% |
| 6M | +22.2% | +19.4% | +2.8% | +16.0% |
| YTD | +22.3% | +58.5% | -36.2% | +7.7% |
| 1Y | +39.4% | +33.9% | +5.6% | +27.8% |
| 3Y | +188.5% | +88.4% | +100.0% | +138.0% |
| 5Y | +101.5% | +39.5% | +62.0% | +91.8% |
| All | +101.5% | +38.1% | +63.5% | +91.8% |
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