+3,282.6%
CI vs DVA
+5,194.7%
-1,912.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.6% |
| 7D | +1.3% | +1.8% | -0.5% | +0.9% |
| 30D | +4.4% | -2.5% | +6.9% | +4.9% |
| 3M | +0.7% | -4.3% | +4.9% | +1.1% |
| 6M | +0.3% | +18.9% | -18.5% | -4.0% |
| YTD | +3.8% | +61.9% | -58.1% | -7.0% |
| 1Y | -5.5% | +35.7% | -41.2% | -12.2% |
| 3Y | +8.1% | +78.6% | -70.5% | -6.6% |
| 5Y | +42.8% | +39.2% | +3.6% | +26.3% |
| 10Y | +143.9% | +184.0% | -40.1% | +86.7% |
| All | +3,282.6% | +5,194.7% | -1,912.1% | +1,956.3% |
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