+61.8%
CVE vs DVA
+555.3%
-493.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | -16.1% | +2.1% | -18.2% | -16.8% |
| 30D | -10.4% | +8.2% | -18.6% | -12.8% |
| 3M | -2.4% | +5.9% | -8.3% | -4.7% |
| 6M | -4.4% | -1.3% | -3.1% | -5.6% |
| YTD | +64.9% | +68.4% | -3.5% | +34.7% |
| 1Y | +66.0% | +57.5% | +8.6% | +38.4% |
| 3Y | +57.7% | +142.3% | -84.7% | +8.3% |
| 5Y | +144.7% | +75.0% | +69.8% | +77.2% |
| 10Y | +139.2% | +226.4% | -87.1% | +24.5% |
| All | +61.8% | +555.3% | -493.5% | -48.9% |
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