+3,549.5%
CI vs DVA
+5,059.1%
-1,509.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +5.9% | +3.2% |
| 7D | +2.6% | -1.6% | +4.2% | +2.9% |
| 30D | +7.3% | 0.0% | +7.3% | +7.2% |
| 3M | +9.5% | -2.4% | +11.9% | +9.8% |
| 6M | +6.4% | -9.8% | +16.2% | +7.8% |
| YTD | +12.0% | +57.8% | -45.8% | +0.6% |
| 1Y | +20.1% | +49.2% | -29.1% | +9.1% |
| 3Y | +9.6% | +116.0% | -106.5% | -8.2% |
| 5Y | +52.7% | +68.5% | -15.8% | +29.9% |
| 10Y | +150.3% | +198.9% | -48.6% | +89.9% |
| All | +3,549.5% | +5,059.1% | -1,509.7% | +2,125.0% |
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