+219.9%
CTVA vs DVA
+279.4%
-59.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.7% |
| 7D | -5.8% | +2.0% | -7.8% | -6.2% |
| 30D | +11.1% | -0.4% | +11.4% | +11.1% |
| 3M | +13.2% | -7.7% | +20.9% | +14.4% |
| 6M | +8.7% | +20.0% | -11.2% | +2.8% |
| YTD | +27.3% | +61.1% | -33.8% | +11.3% |
| 1Y | +18.0% | +33.9% | -15.9% | +7.9% |
| 3Y | +76.5% | +91.5% | -15.0% | +43.0% |
| 5Y | +105.1% | +41.8% | +63.3% | +79.4% |
| All | +219.9% | +279.4% | -59.5% | +85.5% |
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