+34.2%
CVS vs DVA
+40.8%
-6.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | +1.9% | +1.7% | +0.2% | +1.6% |
| 3M | -2.2% | -8.7% | +6.5% | -0.8% |
| 6M | +26.7% | +19.7% | +7.1% | +22.9% |
| YTD | +22.9% | +59.6% | -36.7% | +13.9% |
| 1Y | +32.9% | +37.1% | -4.2% | +25.7% |
| 3Y | +62.3% | +89.8% | -27.5% | +45.9% |
| 5Y | +34.2% | +47.4% | -13.1% | +29.4% |
| All | +34.2% | +40.8% | -6.6% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling