+272.2%
CME vs DVA
+187.5%
+84.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | +6.2% | +1.7% | +4.5% | +6.0% |
| 3M | +4.4% | -8.7% | +13.0% | +5.1% |
| 6M | -9.6% | +19.7% | -29.3% | -12.2% |
| YTD | +3.8% | +59.6% | -55.8% | -3.2% |
| 1Y | +9.5% | +37.1% | -27.6% | +4.1% |
| 3Y | +51.9% | +89.8% | -37.8% | +35.3% |
| 5Y | +78.7% | +47.4% | +31.3% | +63.4% |
| All | +272.2% | +187.5% | +84.8% | +189.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling