+2,089.9%
CLS vs DVA
+63.0%
+2,027.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.1% | +9.7% | +4.8% |
| 7D | +23.5% | -10.7% | +34.2% | +24.2% |
| 30D | -28.9% | -4.4% | -24.5% | -28.9% |
| 3M | -25.2% | -4.1% | -21.1% | -25.2% |
| 6M | -32.1% | -13.2% | -18.9% | -31.8% |
| YTD | -14.1% | +53.2% | -67.3% | -19.3% |
| 1Y | -24.1% | +40.8% | -64.9% | -27.9% |
| 3Y | +897.0% | +109.7% | +787.2% | +779.8% |
| 5Y | +2,089.9% | +64.5% | +2,025.4% | +1,914.4% |
| All | +2,089.9% | +63.0% | +2,027.0% | +1,914.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling