+2,067.3%
CL vs DVA
+5,239.3%
-3,171.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.5% | +1.7% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +11.6% | +3.5% | +8.1% | +11.1% |
| 3M | +5.6% | +1.0% | +4.6% | +5.4% |
| 6M | +13.2% | -6.6% | +19.8% | +13.5% |
| YTD | +26.9% | +63.3% | -36.4% | +19.6% |
| 1Y | +27.3% | +50.0% | -22.7% | +21.0% |
| 3Y | +39.7% | +120.1% | -80.4% | +27.0% |
| 5Y | +41.3% | +73.7% | -32.4% | +29.3% |
| 10Y | +76.3% | +212.7% | -136.5% | +49.7% |
| All | +2,067.3% | +5,239.3% | -3,171.9% | +1,404.4% |
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