+4,369.3%
CNC vs DVA
+2,373.1%
+1,996.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.4% |
| 7D | -4.9% | +2.0% | -6.9% | -5.6% |
| 30D | -3.8% | -0.4% | -3.4% | -3.6% |
| 3M | -3.2% | -7.7% | +4.4% | -1.7% |
| 6M | +47.9% | +20.0% | +27.9% | +34.6% |
| YTD | +55.7% | +61.1% | -5.4% | +24.7% |
| 1Y | +106.2% | +33.9% | +72.4% | +77.6% |
| 3Y | -2.1% | +91.5% | -93.6% | -29.6% |
| 5Y | +3.4% | +41.8% | -38.4% | -20.7% |
| 10Y | +91.7% | +187.5% | -95.9% | -0.3% |
| All | +4,369.3% | +2,373.1% | +1,996.2% | +918.3% |
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 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