+32.0%
COP vs DVA
+105.4%
-73.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.7% | +1.9% |
| 7D | +3.4% | -10.7% | +14.0% | +4.0% |
| 30D | -0.6% | -4.4% | +3.8% | -0.5% |
| 3M | +10.8% | -4.1% | +14.9% | +10.8% |
| 6M | +19.6% | -13.2% | +32.8% | +20.5% |
| YTD | +52.9% | +53.2% | -0.3% | +44.1% |
| 1Y | +62.2% | +40.8% | +21.4% | +54.4% |
| All | +32.0% | +105.4% | -73.4% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling