+106.0%
CTAS vs DVA
+40.8%
+65.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -3.1% | +1.7% | -4.8% | -3.3% |
| 3M | +10.3% | -8.7% | +19.0% | +11.2% |
| 6M | +1.6% | +19.7% | -18.0% | -0.9% |
| YTD | +6.3% | +59.6% | -53.3% | -0.3% |
| 1Y | -0.5% | +37.1% | -37.6% | -4.9% |
| 3Y | +64.6% | +89.8% | -25.2% | +51.2% |
| 5Y | +106.0% | +47.4% | +58.6% | +99.6% |
| All | +106.0% | +40.8% | +65.2% | +99.6% |
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 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