+35.3%
CMS vs DVA
+70.6%
-35.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.7% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +7.1% | +3.5% | +3.6% | +6.8% |
| 3M | -1.3% | +1.0% | -2.3% | -1.5% |
| 6M | -2.7% | -6.6% | +3.9% | -2.5% |
| YTD | +2.6% | +63.3% | -60.7% | -2.0% |
| 1Y | -2.0% | +50.0% | -52.0% | -5.8% |
| 3Y | +39.6% | +120.1% | -80.5% | +30.8% |
| 5Y | +35.3% | +73.7% | -38.4% | +26.3% |
| All | +35.3% | +70.6% | -35.2% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling