+75.1%
CTVA vs DVA
+89.4%
-14.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -4.7% | -0.2% | -4.5% | -4.6% |
| 30D | +11.1% | +1.7% | +9.4% | +10.8% |
| 3M | +13.7% | -8.7% | +22.4% | +14.5% |
| 6M | +11.2% | +19.7% | -8.4% | +7.4% |
| YTD | +26.9% | +59.6% | -32.7% | +15.6% |
| 1Y | +18.8% | +37.1% | -18.3% | +11.4% |
| All | +75.1% | +89.4% | -14.3% | +49.8% |
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