+2,036.8%
CL vs DVA
+5,406.5%
-3,369.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.0% |
| 7D | +1.3% | +2.1% | -0.7% | +1.1% |
| 30D | +11.4% | +8.2% | +3.1% | +10.4% |
| 3M | +4.4% | +5.9% | -1.5% | +3.7% |
| 6M | +10.8% | -1.3% | +12.1% | +10.5% |
| YTD | +25.1% | +68.4% | -43.3% | +17.6% |
| 1Y | +28.0% | +57.5% | -29.5% | +21.0% |
| 3Y | +37.6% | +142.3% | -104.7% | +23.9% |
| 5Y | +39.7% | +75.0% | -35.3% | +27.7% |
| 10Y | +75.8% | +226.4% | -150.6% | +48.7% |
| All | +2,036.8% | +5,406.5% | -3,369.7% | +1,378.8% |
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