+30.0%
CL vs DVA
+40.3%
-10.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.6% |
| 7D | -2.2% | +1.8% | -4.0% | -2.3% |
| 30D | -4.8% | -2.5% | -2.3% | -4.6% |
| 3M | +4.9% | -4.3% | +9.2% | +5.0% |
| 6M | -5.7% | +18.9% | -24.6% | -7.8% |
| YTD | +14.4% | +61.9% | -47.6% | +8.2% |
| 1Y | +8.7% | +35.7% | -27.0% | +4.6% |
| 3Y | +30.0% | +78.6% | -48.7% | +22.2% |
| All | +30.0% | +40.3% | -10.2% | +26.6% |
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 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