+66.4%
CME vs DVA
+105.9%
-39.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +3.9% | -8.8% | +12.7% | +4.3% |
| 30D | +11.3% | -3.4% | +14.7% | +11.4% |
| 3M | +19.6% | -2.6% | +22.1% | +19.6% |
| 6M | +8.1% | -11.9% | +20.0% | +8.3% |
| YTD | +20.4% | +53.6% | -33.2% | +18.0% |
| 1Y | +16.5% | +41.9% | -25.4% | +14.6% |
| 3Y | +66.4% | +97.5% | -31.1% | +64.2% |
| All | +66.4% | +105.9% | -39.5% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling