+38.9%
CNH vs DVA
+208.1%
-169.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +3.0% | -8.8% | +11.8% | +5.8% |
| 30D | -0.6% | -3.4% | +2.8% | 0.0% |
| 3M | +14.6% | -2.6% | +17.2% | +14.9% |
| 6M | +11.8% | -11.9% | +23.6% | +14.4% |
| YTD | +30.4% | +53.6% | -23.2% | +10.6% |
| 1Y | +19.1% | +41.9% | -22.8% | +3.6% |
| 3Y | +30.2% | +97.5% | -67.3% | -0.2% |
| 5Y | -17.8% | +65.0% | -82.8% | -36.6% |
| 10Y | +103.9% | +193.2% | -89.3% | +22.2% |
| All | +38.9% | +208.1% | -169.2% | -13.1% |
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