+350.2%
CG vs DVA
+328.0%
+22.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | -4.3% | +1.8% | -6.2% | -4.8% |
| 30D | -5.1% | -2.5% | -2.6% | -4.6% |
| 3M | +8.7% | -4.3% | +12.9% | +9.0% |
| 6M | -9.2% | +18.9% | -28.1% | -15.0% |
| YTD | -18.9% | +61.9% | -80.8% | -31.3% |
| 1Y | -25.6% | +35.7% | -61.4% | -33.8% |
| 3Y | +57.3% | +78.6% | -21.4% | +24.0% |
| 5Y | +10.2% | +39.2% | -29.1% | -8.9% |
| 10Y | +364.2% | +184.0% | +180.2% | +188.0% |
| All | +350.2% | +328.0% | +22.2% | +164.2% |
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