+142.1%
CI vs DVA
+187.8%
-45.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.1% | -1.3% | +1.3% | +0.3% |
| 30D | +1.8% | 0.0% | +1.7% | +1.7% |
| 3M | -4.2% | -10.9% | +6.7% | -1.7% |
| 6M | +8.8% | +17.3% | -8.4% | +1.8% |
| YTD | +3.7% | +59.8% | -56.1% | -12.9% |
| 1Y | -6.1% | +36.3% | -42.4% | -16.8% |
| 3Y | +4.5% | +88.6% | -84.1% | -19.7% |
| 5Y | +50.5% | +47.5% | +3.0% | +22.0% |
| All | +142.1% | +187.8% | -45.7% | +49.4% |
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