+180.2%
DVA vs CRL
+249.3%
-69.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | -0.2% | -6.9% | +6.8% | +1.2% |
| 30D | +1.7% | -3.2% | +4.9% | +2.2% |
| 3M | -8.7% | +46.5% | -55.2% | -16.4% |
| 6M | +19.7% | +63.1% | -43.5% | +6.0% |
| YTD | +59.6% | +36.9% | +22.8% | +45.6% |
| 1Y | +37.1% | +78.1% | -41.0% | +16.5% |
| 3Y | +89.8% | +36.7% | +53.1% | +65.0% |
| 5Y | +47.4% | -38.1% | +85.5% | +57.7% |
| All | +180.2% | +249.3% | -69.1% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling