+8,965.0%
CTAS vs DVA
+4,923.3%
+4,041.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +2.0% | -8.8% | +10.8% | +3.4% |
| 30D | +8.7% | -3.4% | +12.1% | +9.1% |
| 3M | +13.3% | -2.6% | +15.9% | +13.4% |
| 6M | +39.4% | -11.9% | +51.3% | +41.3% |
| YTD | +21.5% | +53.6% | -32.2% | +11.3% |
| 1Y | +21.9% | +41.9% | -20.0% | +13.2% |
| 3Y | +73.6% | +97.5% | -23.9% | +51.0% |
| 5Y | +116.2% | +65.0% | +51.2% | +88.5% |
| 10Y | +818.2% | +193.2% | +624.9% | +615.2% |
| All | +8,965.0% | +4,923.3% | +4,041.7% | +4,522.7% |
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