+1,323.2%
CRS vs DVA
+187.8%
+1,135.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -6.8% | -1.3% | -5.4% | -6.3% |
| 30D | -16.1% | 0.0% | -16.2% | -16.2% |
| 3M | -21.2% | -10.9% | -10.2% | -18.8% |
| 6M | +8.7% | +17.3% | -8.6% | -0.7% |
| YTD | +41.0% | +59.8% | -18.8% | +12.6% |
| 1Y | +82.7% | +36.3% | +46.4% | +55.1% |
| 3Y | +604.8% | +88.6% | +516.2% | +388.0% |
| 5Y | +1,384.7% | +47.5% | +1,337.1% | +1,006.2% |
| All | +1,323.2% | +187.8% | +1,135.4% | +663.6% |
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