+122.2%
CMS vs DVA
+186.3%
-64.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | +0.2% | +2.0% | -1.9% | -0.1% |
| 30D | -1.3% | -0.4% | -0.9% | -1.3% |
| 3M | -5.4% | -7.7% | +2.3% | -4.8% |
| 6M | -10.3% | +20.0% | -30.3% | -13.2% |
| YTD | -0.2% | +61.1% | -61.3% | -7.7% |
| 1Y | -0.9% | +33.9% | -34.7% | -6.0% |
| 3Y | +34.0% | +91.5% | -57.6% | +18.7% |
| 5Y | +23.6% | +41.8% | -18.2% | +13.0% |
| 10Y | +122.2% | +187.5% | -65.3% | +78.5% |
| All | +122.2% | +186.3% | -64.1% | +78.5% |
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