+216.7%
CTVA vs DVA
+276.3%
-59.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.5% | -1.3% | -3.2% | -4.2% |
| 30D | +11.3% | 0.0% | +11.3% | +11.3% |
| 3M | +12.3% | -10.9% | +23.2% | +14.4% |
| 6M | +7.2% | +17.3% | -10.1% | +1.9% |
| YTD | +26.0% | +59.8% | -33.8% | +10.4% |
| 1Y | +16.0% | +36.3% | -20.2% | +5.6% |
| 3Y | +73.9% | +88.6% | -14.7% | +41.4% |
| 5Y | +103.8% | +47.5% | +56.2% | +75.0% |
| All | +216.7% | +276.3% | -59.6% | +83.9% |
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