-46.7%
CPB vs DVA
+187.8%
-234.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.8% | -1.3% | -0.5% | -1.7% |
| 30D | -7.1% | 0.0% | -7.1% | -7.1% |
| 3M | -6.0% | -10.9% | +4.9% | -5.3% |
| 6M | -5.3% | +17.3% | -22.5% | -7.1% |
| YTD | -20.8% | +59.8% | -80.6% | -24.7% |
| 1Y | -33.8% | +36.3% | -70.1% | -36.2% |
| 3Y | -43.7% | +88.6% | -132.3% | -47.5% |
| 5Y | -40.7% | +47.5% | -88.3% | -43.8% |
| All | -46.7% | +187.8% | -234.5% | -53.5% |
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