+362.4%
CFG vs DVA
+148.6%
+213.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | +1.5% | +1.8% | -0.3% | +1.0% |
| 30D | -3.8% | -2.5% | -1.3% | -3.1% |
| 3M | +11.5% | -4.3% | +15.7% | +11.9% |
| 6M | +19.2% | +18.9% | +0.3% | +10.4% |
| YTD | +23.7% | +61.9% | -38.2% | +2.2% |
| 1Y | +38.8% | +35.7% | +3.1% | +21.5% |
| 3Y | +178.9% | +78.6% | +100.3% | +113.1% |
| 5Y | +101.8% | +39.2% | +62.6% | +63.4% |
| 10Y | +317.3% | +184.0% | +133.2% | +144.2% |
| All | +362.4% | +148.6% | +213.8% | +194.1% |
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