+60.6%
DVA vs CRL
+85.3%
-24.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -7.3% | +13.0% | +4.3% |
| 7D | +4.7% | -12.8% | +17.5% | +2.1% |
| 30D | +7.8% | +5.0% | +2.8% | +9.4% |
| 3M | -15.5% | +39.4% | -54.9% | -8.3% |
| 6M | +25.0% | +89.4% | -64.3% | +40.6% |
| YTD | +69.6% | +63.6% | +6.0% | +77.4% |
| 1Y | +60.6% | +83.5% | -22.9% | +64.1% |
| All | +60.6% | +85.3% | -24.8% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling