+106.1%
CPB vs DVA
+5,194.7%
-5,088.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.5% |
| 7D | -8.6% | +1.8% | -10.4% | -8.7% |
| 30D | -7.2% | -2.5% | -4.8% | -7.1% |
| 3M | +0.9% | -4.3% | +5.1% | +1.0% |
| 6M | -11.8% | +18.9% | -30.7% | -13.5% |
| YTD | -19.4% | +61.9% | -81.4% | -23.1% |
| 1Y | -30.4% | +35.7% | -66.1% | -32.6% |
| 3Y | -40.2% | +78.6% | -118.8% | -43.8% |
| 5Y | -39.5% | +39.2% | -78.7% | -42.7% |
| 10Y | -47.4% | +184.0% | -231.4% | -53.9% |
| All | +106.1% | +5,194.7% | -5,088.5% | +44.2% |
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 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