+2,182.0%
CVS vs DVA
+5,081.6%
-2,899.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -1.6% | +2.2% | -3.8% | -1.9% |
| 30D | +0.4% | -2.0% | +2.4% | +0.7% |
| 3M | -0.4% | -6.3% | +5.8% | +0.4% |
| 6M | +25.1% | +19.4% | +5.7% | +21.5% |
| YTD | +23.9% | +58.5% | -34.6% | +15.0% |
| 1Y | +41.1% | +33.9% | +7.2% | +34.1% |
| 3Y | +63.6% | +88.4% | -24.8% | +45.9% |
| 5Y | +31.5% | +39.5% | -8.0% | +20.2% |
| 10Y | +40.5% | +179.5% | -139.0% | +14.9% |
| All | +2,182.0% | +5,081.6% | -2,899.5% | +1,296.6% |
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