+45.0%
CG vs DVA
+105.9%
-61.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | +0.2% | -8.8% | +9.0% | +0.9% |
| 30D | +11.2% | -3.4% | +14.6% | +11.4% |
| 3M | -22.1% | -2.6% | -19.5% | -22.0% |
| 6M | -17.9% | -11.9% | -6.0% | -17.5% |
| YTD | -31.3% | +53.6% | -84.9% | -35.8% |
| 1Y | -24.0% | +41.9% | -65.8% | -27.7% |
| 3Y | +45.0% | +97.5% | -52.5% | +10.1% |
| All | +45.0% | +105.9% | -61.0% | +10.1% |
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 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