+7,715.0%
CME vs DVA
+1,937.7%
+5,777.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +3.9% | -8.8% | +12.7% | +6.0% |
| 30D | +11.3% | -3.4% | +14.7% | +11.9% |
| 3M | +19.6% | -2.6% | +22.1% | +19.8% |
| 6M | +8.1% | -11.9% | +20.0% | +10.0% |
| YTD | +20.4% | +53.6% | -33.2% | +5.8% |
| 1Y | +16.5% | +41.9% | -25.4% | +4.3% |
| 3Y | +66.4% | +97.5% | -31.1% | +32.6% |
| 5Y | +74.5% | +65.0% | +9.5% | +38.3% |
| 10Y | +308.5% | +193.2% | +115.2% | +148.4% |
| All | +7,715.0% | +1,937.7% | +5,777.3% | +3,153.1% |
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