+9,018.7%
CP vs DVA
+5,194.7%
+3,824.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -2.7% | +1.8% | -4.5% | -2.9% |
| 30D | +0.2% | -2.5% | +2.7% | +0.5% |
| 3M | +2.6% | -4.3% | +6.8% | +2.8% |
| 6M | +6.0% | +18.9% | -12.9% | +2.8% |
| YTD | +24.9% | +61.9% | -37.0% | +16.0% |
| 1Y | +20.1% | +35.7% | -15.6% | +14.0% |
| 3Y | +16.4% | +78.6% | -62.3% | +5.2% |
| 5Y | +31.7% | +39.2% | -7.5% | +20.9% |
| 10Y | +223.9% | +184.0% | +39.8% | +167.8% |
| All | +9,018.7% | +5,194.7% | +3,824.0% | +6,293.0% |
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