-29.6%
CLS vs DVA
+62.2%
-91.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.8% | -14.8% | -8.2% |
| 7D | -21.1% | +4.7% | -25.9% | -20.4% |
| 30D | -38.2% | +7.8% | -46.0% | -37.3% |
| 3M | -36.3% | -15.5% | -20.8% | -37.0% |
| 6M | -43.8% | +25.0% | -68.8% | -41.5% |
| YTD | -20.0% | +69.6% | -89.6% | -13.1% |
| 1Y | -29.6% | +60.6% | -90.2% | -26.2% |
| All | -29.6% | +62.2% | -91.8% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling