-10.7%
CMG vs DVA
+35.1%
-45.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | -2.8% | +1.8% | -4.6% | -3.0% |
| 30D | +7.1% | -2.5% | +9.6% | +7.5% |
| 3M | +31.2% | -4.3% | +35.4% | +31.1% |
| 6M | +0.7% | +18.9% | -18.2% | -2.4% |
| YTD | -0.1% | +61.9% | -62.1% | -11.6% |
| 1Y | -10.7% | +35.7% | -46.5% | -11.2% |
| All | -10.7% | +35.1% | -45.9% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling