+2,953.7%
CLS vs DVA
+187.5%
+2,766.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +5.0% | -0.2% | +5.1% | +5.0% |
| 30D | +4.8% | +1.7% | +3.1% | +4.4% |
| 3M | -10.4% | -8.7% | -1.7% | -9.4% |
| 6M | +20.8% | +19.7% | +1.2% | +14.9% |
| YTD | +10.0% | +59.6% | -49.6% | -2.5% |
| 1Y | +28.5% | +37.1% | -8.6% | +17.4% |
| 3Y | +1,292.2% | +89.8% | +1,202.4% | +1,037.7% |
| 5Y | +3,616.8% | +47.4% | +3,569.4% | +3,064.5% |
| All | +2,953.7% | +187.5% | +2,766.2% | +2,143.9% |
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