+612.8%
CRS vs DVA
+89.4%
+523.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | -16.6% | +1.7% | -18.3% | -16.8% |
| 3M | -14.3% | -8.7% | -5.6% | -13.6% |
| 6M | +11.6% | +19.7% | -8.1% | +6.3% |
| YTD | +42.6% | +59.6% | -17.0% | +27.8% |
| 1Y | +81.8% | +37.1% | +44.7% | +66.8% |
| All | +612.8% | +89.4% | +523.4% | +525.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling