+2,463.6%
CLS vs DVA
+1,380.4%
+1,083.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.4% |
| 7D | +16.3% | -8.8% | +25.1% | +17.9% |
| 30D | -25.7% | -3.4% | -22.3% | -25.6% |
| 3M | -30.9% | -2.6% | -28.3% | -31.1% |
| 6M | -35.5% | -11.9% | -23.6% | -35.0% |
| YTD | -18.7% | +53.6% | -72.3% | -26.6% |
| 1Y | -17.9% | +41.9% | -59.8% | -24.9% |
| 3Y | +838.1% | +97.5% | +740.6% | +695.4% |
| 5Y | +1,971.9% | +65.0% | +1,906.9% | +1,663.5% |
| 10Y | +1,907.9% | +193.2% | +1,714.6% | +1,414.6% |
| All | +2,463.6% | +1,380.4% | +1,083.3% | +1,553.0% |
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