+89.9%
CVE vs DVA
+530.1%
-440.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.7% |
| 7D | +2.5% | +1.8% | +0.7% | +1.9% |
| 30D | +16.7% | -2.5% | +19.2% | +17.4% |
| 3M | +9.3% | -4.3% | +13.5% | +9.7% |
| 6M | +43.6% | +18.9% | +24.7% | +33.3% |
| YTD | +93.6% | +61.9% | +31.6% | +60.9% |
| 1Y | +98.8% | +35.7% | +63.0% | +74.2% |
| 3Y | +73.6% | +78.6% | -5.1% | +32.0% |
| 5Y | +312.5% | +39.2% | +273.3% | +229.8% |
| 10Y | +161.0% | +184.0% | -23.0% | +45.2% |
| All | +89.9% | +530.1% | -440.2% | -38.9% |
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