+3,475.7%
CI vs DVA
+4,923.3%
-1,447.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | +1.2% | -8.8% | +9.9% | +2.9% |
| 30D | +2.6% | -3.4% | +6.0% | +3.1% |
| 3M | +7.4% | -2.6% | +10.0% | +7.7% |
| 6M | -0.1% | -11.9% | +11.8% | +1.6% |
| YTD | +9.7% | +53.6% | -43.9% | -0.9% |
| 1Y | +12.1% | +41.9% | -29.7% | +2.8% |
| 3Y | +7.0% | +97.5% | -90.5% | -8.8% |
| 5Y | +49.7% | +65.0% | -15.3% | +27.9% |
| 10Y | +147.2% | +193.2% | -46.0% | +88.3% |
| All | +3,475.7% | +4,923.3% | -1,447.6% | +2,090.8% |
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