+7.1%
CL vs DVA
+36.0%
-29.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.6% |
| 7D | -2.3% | +2.0% | -4.3% | -2.5% |
| 30D | -5.5% | -0.4% | -5.1% | -5.5% |
| 3M | +0.8% | -7.7% | +8.5% | +1.1% |
| 6M | -4.2% | +20.0% | -24.2% | -7.0% |
| YTD | +13.4% | +61.1% | -47.7% | +5.7% |
| 1Y | +7.1% | +33.9% | -26.8% | +4.6% |
| All | +7.1% | +36.0% | -29.0% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling