+76.1%
CME vs DVA
+41.6%
+34.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -0.6% | +2.0% | -2.7% | -0.7% |
| 30D | +4.7% | -0.4% | +5.1% | +4.7% |
| 3M | +7.8% | -7.7% | +15.5% | +8.0% |
| 6M | -11.0% | +20.0% | -30.9% | -11.8% |
| YTD | +4.0% | +61.1% | -57.1% | +1.7% |
| 1Y | +9.1% | +33.9% | -24.8% | +7.5% |
| 3Y | +52.3% | +91.5% | -39.3% | +47.5% |
| 5Y | +76.1% | +41.8% | +34.3% | +84.3% |
| All | +76.1% | +41.6% | +34.5% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling