+138.1%
CMS vs DVA
+197.6%
-59.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.7% |
| 7D | +0.5% | -1.6% | +2.1% | +0.7% |
| 30D | +7.4% | 0.0% | +7.4% | +7.3% |
| 3M | +1.9% | -2.4% | +4.3% | +2.0% |
| 6M | -2.3% | -9.8% | +7.4% | -1.7% |
| YTD | +3.0% | +57.8% | -54.8% | -4.7% |
| 1Y | -2.8% | +49.2% | -52.0% | -9.3% |
| 3Y | +37.9% | +116.0% | -78.1% | +20.3% |
| 5Y | +34.0% | +68.5% | -34.5% | +18.1% |
| 10Y | +138.1% | +198.9% | -60.8% | +92.7% |
| All | +138.1% | +197.6% | -59.4% | +92.7% |
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