+143.5%
CVE vs DVA
+206.9%
-63.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.2% |
| 7D | +0.1% | -4.8% | +4.8% | +1.1% |
| 30D | -10.8% | +0.9% | -11.8% | -11.4% |
| 3M | -4.3% | +2.9% | -7.2% | -5.6% |
| 6M | -1.5% | -7.8% | +6.3% | -0.9% |
| YTD | +70.7% | +61.5% | +9.2% | +46.2% |
| 1Y | +58.1% | +50.1% | +8.0% | +38.0% |
| 3Y | +69.8% | +121.1% | -51.3% | +27.9% |
| 5Y | +148.9% | +72.9% | +76.0% | +91.1% |
| 10Y | +143.5% | +208.2% | -64.7% | +60.0% |
| All | +143.5% | +206.9% | -63.3% | +60.0% |
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