+28.0%
CNH vs DVA
+35.1%
-7.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.8% | +3.8% |
| 7D | +23.3% | +1.8% | +21.5% | +22.8% |
| 30D | +33.5% | -2.5% | +35.9% | +34.1% |
| 3M | +32.7% | -4.3% | +37.0% | +32.7% |
| 6M | +22.2% | +18.9% | +3.3% | +14.8% |
| YTD | +57.7% | +61.9% | -4.3% | +38.4% |
| 1Y | +28.0% | +35.7% | -7.7% | +17.0% |
| All | +28.0% | +35.1% | -7.2% | +17.0% |
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