+31.5%
CP vs DVA
+38.1%
-6.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | +2.4% | +2.2% | +0.2% | +2.1% |
| 30D | -0.5% | -2.0% | +1.5% | -0.3% |
| 3M | +1.4% | -6.3% | +7.7% | +1.8% |
| 6M | +10.3% | +19.4% | -9.1% | +6.3% |
| YTD | +24.3% | +58.5% | -34.2% | +14.3% |
| 1Y | +20.4% | +33.9% | -13.4% | +13.4% |
| 3Y | +21.8% | +88.4% | -66.7% | +7.6% |
| 5Y | +31.5% | +39.5% | -8.0% | +21.9% |
| All | +31.5% | +38.1% | -6.6% | +21.9% |
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