+49.0%
CG vs DVA
+91.2%
-42.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.1% |
| 7D | -6.4% | +2.0% | -8.4% | -6.5% |
| 30D | -7.1% | -0.4% | -6.7% | -7.1% |
| 3M | -1.6% | -7.7% | +6.1% | -1.3% |
| 6M | -8.3% | +20.0% | -28.3% | -10.1% |
| YTD | -23.8% | +61.1% | -84.9% | -28.2% |
| 1Y | -28.7% | +33.9% | -62.6% | -30.9% |
| All | +49.0% | +91.2% | -42.1% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling