-37.7%
CPB vs DVA
+41.6%
-79.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.5% |
| 7D | -8.0% | +2.0% | -10.0% | -8.1% |
| 30D | -2.4% | -0.4% | -2.0% | -2.4% |
| 3M | +0.5% | -7.7% | +8.2% | +0.8% |
| 6M | -10.5% | +20.0% | -30.4% | -11.7% |
| YTD | -17.5% | +61.1% | -78.6% | -20.2% |
| 1Y | -31.0% | +33.9% | -64.9% | -32.5% |
| 3Y | -40.6% | +91.5% | -132.2% | -42.1% |
| 5Y | -37.7% | +41.8% | -79.5% | -37.2% |
| All | -37.7% | +41.6% | -79.4% | -37.2% |
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