+193.3%
COP vs DVA
+41.6%
+151.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.0% |
| 7D | -0.5% | +2.0% | -2.5% | -0.7% |
| 30D | +11.7% | -0.4% | +12.1% | +11.7% |
| 3M | +17.7% | -7.7% | +25.3% | +18.3% |
| 6M | +18.3% | +20.0% | -1.6% | +15.8% |
| YTD | +49.1% | +61.1% | -12.0% | +40.7% |
| 1Y | +53.3% | +33.9% | +19.4% | +47.4% |
| 3Y | +22.2% | +91.5% | -69.4% | +12.5% |
| 5Y | +193.3% | +41.8% | +151.5% | +195.1% |
| All | +193.3% | +41.6% | +151.7% | +195.1% |
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 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