+571.7%
CMS vs DVA
+5,239.3%
-4,667.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.8% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +7.1% | +3.5% | +3.6% | +6.6% |
| 3M | -1.3% | +1.0% | -2.3% | -1.5% |
| 6M | -2.7% | -6.6% | +3.9% | -2.4% |
| YTD | +2.6% | +63.3% | -60.7% | -3.1% |
| 1Y | -2.0% | +50.0% | -52.0% | -6.7% |
| 3Y | +39.6% | +120.1% | -80.5% | +27.2% |
| 5Y | +35.3% | +73.7% | -38.4% | +24.0% |
| 10Y | +132.3% | +212.7% | -80.4% | +98.7% |
| All | +571.7% | +5,239.3% | -4,667.6% | +380.9% |
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 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