-35.5%
CLS vs DVA
-13.2%
-22.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.3% |
| 7D | +16.3% | -8.8% | +25.1% | +13.2% |
| 30D | -25.7% | -3.4% | -22.3% | -26.0% |
| 3M | -30.9% | -2.6% | -28.3% | -31.1% |
| 6M | -35.5% | -11.9% | -23.6% | -29.8% |
| All | -35.5% | -13.2% | -22.3% | -29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling