-0.8%
CRM vs DVA
+46.8%
-47.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.4% | -1.3% | -3.1% | -4.4% |
| 30D | +28.1% | 0.0% | +28.1% | +28.1% |
| 3M | +48.8% | -10.9% | +59.8% | +49.8% |
| 6M | +28.3% | +17.3% | +11.0% | +25.8% |
| YTD | -6.0% | +59.8% | -65.8% | -11.6% |
| 1Y | +1.4% | +36.3% | -34.8% | -2.4% |
| 3Y | +11.8% | +88.6% | -76.8% | +1.4% |
| All | -0.8% | +46.8% | -47.6% | -6.2% |
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