+891.5%
CLS vs DVA
+105.4%
+786.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.1% | +9.7% | +4.4% |
| 7D | +23.5% | -10.7% | +34.2% | +23.2% |
| 30D | -28.9% | -4.4% | -24.5% | -29.0% |
| 3M | -25.2% | -4.1% | -21.1% | -25.3% |
| 6M | -32.1% | -13.2% | -18.9% | -32.0% |
| YTD | -14.1% | +53.2% | -67.3% | -17.3% |
| 1Y | -24.1% | +40.8% | -64.9% | -26.2% |
| All | +891.5% | +105.4% | +786.2% | +692.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling