+3,231.7%
CLS vs DVA
+1,460.3%
+1,771.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +4.6% | +1.8% | +2.7% | +4.2% |
| 30D | -13.9% | -2.5% | -11.4% | -13.5% |
| 3M | -26.6% | -4.3% | -22.3% | -26.3% |
| 6M | +15.4% | +18.9% | -3.5% | +10.7% |
| YTD | +5.7% | +61.9% | -56.3% | -4.7% |
| 1Y | +41.1% | +35.7% | +5.4% | +30.8% |
| 3Y | +1,228.6% | +78.6% | +1,149.9% | +1,048.7% |
| 5Y | +3,240.6% | +39.2% | +3,201.4% | +2,854.2% |
| 10Y | +2,760.3% | +184.0% | +2,576.3% | +2,081.8% |
| All | +3,231.7% | +1,460.3% | +1,771.4% | +2,045.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling