+42.7%
CI vs DVA
+41.6%
+1.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -1.1% | +2.0% | -3.1% | -1.4% |
| 30D | +0.5% | -0.4% | +0.8% | +0.5% |
| 3M | -5.2% | -7.7% | +2.5% | -4.3% |
| 6M | +4.3% | +20.0% | -15.6% | +0.3% |
| YTD | +2.8% | +61.1% | -58.3% | -6.6% |
| 1Y | -5.8% | +33.9% | -39.7% | -11.6% |
| 3Y | +4.7% | +91.5% | -86.8% | -6.1% |
| 5Y | +42.7% | +41.8% | +0.9% | +47.7% |
| All | +42.7% | +41.6% | +1.0% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling