+305.2%
CG vs DVA
+187.8%
+117.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -9.9% | -1.3% | -8.5% | -9.6% |
| 30D | -11.7% | 0.0% | -11.7% | -11.7% |
| 3M | -4.3% | -10.9% | +6.6% | -2.5% |
| 6M | -8.8% | +17.3% | -26.0% | -13.6% |
| YTD | -26.9% | +59.8% | -86.7% | -36.8% |
| 1Y | -35.4% | +36.3% | -71.7% | -41.8% |
| 3Y | +43.0% | +88.6% | -45.6% | +13.7% |
| 5Y | +1.9% | +47.5% | -45.6% | -15.7% |
| All | +305.2% | +187.8% | +117.4% | +181.8% |
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 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