-17.6%
CNH vs DVA
+64.3%
-81.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +3.0% | -8.8% | +11.8% | +5.1% |
| 30D | -0.6% | -3.4% | +2.8% | -0.2% |
| 3M | +14.6% | -2.6% | +17.2% | +14.8% |
| 6M | +11.8% | -11.9% | +23.6% | +13.7% |
| YTD | +30.4% | +53.6% | -23.2% | +15.5% |
| 1Y | +19.1% | +41.9% | -22.8% | +7.5% |
| 3Y | +30.2% | +97.5% | -67.3% | +9.4% |
| All | -17.6% | +64.3% | -81.9% | -29.3% |
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