+130.1%
CVE vs DVA
+212.5%
-82.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.2% |
| 7D | -10.1% | -0.1% | -10.0% | -10.2% |
| 30D | -12.1% | +3.5% | -15.6% | -13.1% |
| 3M | -1.9% | +1.0% | -2.8% | -2.7% |
| 6M | -1.8% | -6.6% | +4.8% | -1.5% |
| YTD | +65.8% | +63.3% | +2.5% | +41.7% |
| 1Y | +60.8% | +50.0% | +10.8% | +40.5% |
| 3Y | +70.1% | +120.1% | -49.9% | +28.5% |
| 5Y | +134.8% | +73.7% | +61.1% | +80.4% |
| 10Y | +130.1% | +212.7% | -82.6% | +50.2% |
| All | +130.1% | +212.5% | -82.4% | +50.2% |
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