+159.8%
CVE vs DVA
+178.6%
-18.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.7% | +3.0% |
| 7D | +0.2% | +2.2% | -2.0% | -0.3% |
| 30D | +17.5% | -2.0% | +19.5% | +17.9% |
| 3M | +16.2% | -6.3% | +22.5% | +17.2% |
| 6M | +47.8% | +19.4% | +28.3% | +39.1% |
| YTD | +98.5% | +58.5% | +40.0% | +71.9% |
| 1Y | +109.8% | +33.9% | +75.9% | +89.6% |
| 3Y | +75.5% | +88.4% | -13.0% | +38.3% |
| 5Y | +341.6% | +39.5% | +302.1% | +270.6% |
| 10Y | +159.8% | +179.5% | -19.7% | +78.4% |
| All | +159.8% | +178.6% | -18.8% | +78.4% |
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