+2,609.7%
CLS vs DVA
+1,376.2%
+1,233.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.1% | +9.7% | +5.4% |
| 7D | +23.5% | -10.7% | +34.2% | +25.7% |
| 30D | -28.9% | -4.4% | -24.5% | -28.8% |
| 3M | -25.2% | -4.1% | -21.1% | -25.2% |
| 6M | -32.1% | -13.2% | -18.9% | -31.4% |
| YTD | -14.1% | +53.2% | -67.3% | -22.4% |
| 1Y | -24.1% | +40.8% | -64.9% | -30.4% |
| 3Y | +897.0% | +109.7% | +787.2% | +735.9% |
| 5Y | +2,089.9% | +64.5% | +2,025.4% | +1,764.8% |
| 10Y | +2,022.2% | +192.4% | +1,829.8% | +1,501.6% |
| All | +2,609.7% | +1,376.2% | +1,233.4% | +1,647.9% |
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 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