+233.3%
CP vs DVA
+186.3%
+47.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | +0.6% | +2.0% | -1.4% | +0.2% |
| 30D | -0.5% | -0.4% | -0.1% | -0.5% |
| 3M | +0.1% | -7.7% | +7.7% | +1.0% |
| 6M | +7.8% | +20.0% | -12.1% | +2.4% |
| YTD | +22.9% | +61.1% | -38.2% | +8.9% |
| 1Y | +21.3% | +33.9% | -12.6% | +11.7% |
| 3Y | +20.4% | +91.5% | -71.2% | -0.2% |
| 5Y | +34.9% | +41.8% | -6.8% | +17.3% |
| 10Y | +233.3% | +187.5% | +45.8% | +140.7% |
| All | +233.3% | +186.3% | +47.0% | +140.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling