+115.5%
CPB vs DVA
+4,909.2%
-4,793.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.1% | +4.1% | -0.7% |
| 7D | -5.8% | -10.7% | +4.8% | -4.9% |
| 30D | +16.5% | -4.4% | +20.9% | +16.9% |
| 3M | -1.1% | -4.1% | +3.0% | -0.8% |
| 6M | +11.5% | -13.2% | +24.7% | +12.4% |
| YTD | -15.7% | +53.2% | -69.0% | -19.3% |
| 1Y | -24.7% | +40.8% | -65.5% | -27.4% |
| 3Y | -37.3% | +109.7% | -147.0% | -41.7% |
| 5Y | -35.0% | +64.5% | -99.6% | -39.4% |
| 10Y | -41.0% | +192.4% | -233.4% | -48.5% |
| All | +115.5% | +4,909.2% | -4,793.7% | +51.4% |
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