+127.6%
CLF vs DVA
+186.3%
-58.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -2.2% |
| 7D | -2.7% | +2.0% | -4.7% | -3.3% |
| 30D | -3.2% | -0.4% | -2.8% | -3.2% |
| 3M | -5.0% | -7.7% | +2.7% | -3.7% |
| 6M | +26.6% | +20.0% | +6.6% | +15.4% |
| YTD | -9.0% | +61.1% | -70.0% | -26.8% |
| 1Y | +11.8% | +33.9% | -22.0% | -3.6% |
| 3Y | -15.1% | +91.5% | -106.6% | -39.8% |
| 5Y | -48.2% | +41.8% | -90.0% | -59.9% |
| 10Y | +127.6% | +187.5% | -59.9% | +23.7% |
| All | +127.6% | +186.3% | -58.7% | +23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling