+28.1%
CL vs DVA
+38.1%
-10.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -1.4% | +2.2% | -3.6% | -1.6% |
| 30D | -5.2% | -2.0% | -3.2% | -5.0% |
| 3M | +3.3% | -6.3% | +9.6% | +3.6% |
| 6M | -4.4% | +19.4% | -23.8% | -6.6% |
| YTD | +13.9% | +58.5% | -44.6% | +8.0% |
| 1Y | +7.6% | +33.9% | -26.2% | +3.6% |
| 3Y | +29.6% | +88.4% | -58.9% | +21.4% |
| 5Y | +28.1% | +39.5% | -11.4% | +25.0% |
| All | +28.1% | +38.1% | -10.0% | +25.0% |
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 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