+6,781.2%
CME vs DVA
+2,047.7%
+4,733.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -1.6% | +1.8% | -3.4% | -2.0% |
| 30D | +6.2% | -2.5% | +8.7% | +6.8% |
| 3M | +10.4% | -4.3% | +14.7% | +10.7% |
| 6M | -9.5% | +18.9% | -28.4% | -14.4% |
| YTD | +6.0% | +61.9% | -55.9% | -7.6% |
| 1Y | +9.3% | +35.7% | -26.5% | -0.9% |
| 3Y | +57.7% | +78.6% | -21.0% | +28.5% |
| 5Y | +77.7% | +39.2% | +38.5% | +49.5% |
| 10Y | +281.2% | +184.0% | +97.2% | +137.1% |
| All | +6,781.2% | +2,047.7% | +4,733.4% | +2,741.6% |
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