+97.5%
DVA vs CRL
+97.9%
-0.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -8.8% | +0.1% | -8.9% | -8.8% |
| 30D | -3.4% | +11.9% | -15.3% | -4.1% |
| 3M | -2.6% | +20.2% | -22.7% | -3.7% |
| 6M | -11.9% | +107.5% | -119.4% | -17.6% |
| YTD | +53.6% | +69.4% | -15.8% | +45.7% |
| 1Y | +41.9% | +99.7% | -57.9% | +30.5% |
| 3Y | +97.5% | +98.8% | -1.3% | +62.4% |
| All | +97.5% | +97.9% | -0.4% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling