+572.4%
CMS vs DVA
+5,180.6%
-4,608.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.5% |
| 7D | -1.1% | -4.8% | +3.6% | -0.7% |
| 30D | +6.6% | +0.9% | +5.6% | +6.4% |
| 3M | +0.8% | +2.9% | -2.1% | +0.4% |
| 6M | -3.3% | -7.8% | +4.4% | -3.0% |
| YTD | +2.7% | +61.5% | -58.8% | -2.9% |
| 1Y | -4.0% | +50.1% | -54.1% | -8.6% |
| 3Y | +37.6% | +121.1% | -83.5% | +25.3% |
| 5Y | +35.4% | +72.9% | -37.5% | +24.2% |
| 10Y | +136.0% | +208.2% | -72.2% | +102.1% |
| All | +572.4% | +5,180.6% | -4,608.2% | +381.8% |
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