-1.8%
CMS vs DVA
+42.3%
-44.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | +1.7% | -8.8% | +10.5% | +2.1% |
| 30D | +6.2% | -3.4% | +9.6% | +6.2% |
| 3M | +0.6% | -2.6% | +3.2% | +0.6% |
| 6M | -1.8% | -11.9% | +10.1% | -1.5% |
| YTD | +3.8% | +53.6% | -49.8% | +1.1% |
| 1Y | -1.8% | +41.9% | -43.6% | -3.9% |
| All | -1.8% | +42.3% | -44.1% | -3.9% |
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 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