+33.5%
DVA vs CAI
-11.0%
+44.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -0.2% | -5.1% | +4.9% | -0.4% |
| 30D | +1.7% | +3.9% | -2.2% | +1.9% |
| 3M | -8.7% | +40.1% | -48.8% | -7.3% |
| 6M | +19.7% | +29.7% | -10.0% | +21.3% |
| YTD | +59.6% | -10.9% | +70.5% | +62.6% |
| 1Y | +37.1% | -28.0% | +65.1% | +42.2% |
| All | +33.5% | -11.0% | +44.5% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling