+34.8%
DVA vs CAI
-11.0%
+45.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.5% |
| 7D | +2.0% | -3.1% | +5.1% | +1.9% |
| 30D | -0.4% | +2.7% | -3.1% | -0.2% |
| 3M | -7.7% | +41.7% | -49.3% | -6.3% |
| 6M | +20.0% | +26.5% | -6.5% | +21.6% |
| YTD | +61.1% | -10.9% | +72.0% | +64.2% |
| 1Y | +33.9% | -29.2% | +63.1% | +39.3% |
| All | +34.8% | -11.0% | +45.8% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling