+322.0%
CMG vs DVA
+187.8%
+134.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.1% | -1.3% | -0.7% | -1.8% |
| 30D | +10.9% | 0.0% | +10.9% | +10.8% |
| 3M | +15.8% | -10.9% | +26.8% | +17.7% |
| 6M | +6.9% | +17.3% | -10.3% | +2.8% |
| YTD | -2.2% | +59.8% | -62.0% | -12.2% |
| 1Y | -7.1% | +36.3% | -43.3% | -13.8% |
| 3Y | -7.1% | +88.6% | -95.7% | -19.3% |
| 5Y | -4.8% | +47.5% | -52.3% | -15.3% |
| All | +322.0% | +187.8% | +134.2% | +226.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling