+3,994.3%
CMG vs DVA
+564.6%
+3,429.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.2% | -2.9% |
| 7D | -6.5% | +2.0% | -8.5% | -7.0% |
| 30D | +12.1% | -0.4% | +12.5% | +12.1% |
| 3M | +20.6% | -7.7% | +28.2% | +22.1% |
| 6M | +2.1% | +20.0% | -17.9% | -3.9% |
| YTD | -2.6% | +61.1% | -63.7% | -16.0% |
| 1Y | -8.7% | +33.9% | -42.6% | -17.2% |
| 3Y | -7.4% | +91.5% | -98.9% | -24.8% |
| 5Y | -5.7% | +41.8% | -47.4% | -19.9% |
| 10Y | +322.3% | +187.5% | +134.8% | +169.2% |
| All | +3,994.3% | +564.6% | +3,429.7% | +1,709.9% |
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