+41.8%
DVA vs CRL
-37.6%
+79.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | +2.0% | -4.6% | +6.6% | +2.5% |
| 30D | -0.4% | +0.5% | -0.9% | -0.5% |
| 3M | -7.7% | +46.6% | -54.3% | -12.2% |
| 6M | +20.0% | +57.3% | -37.3% | +12.3% |
| YTD | +61.1% | +39.5% | +21.5% | +52.5% |
| 1Y | +33.9% | +76.9% | -43.0% | +21.1% |
| 3Y | +91.5% | +39.4% | +52.2% | +76.0% |
| 5Y | +41.8% | -37.2% | +78.9% | +32.3% |
| All | +41.8% | -37.6% | +79.4% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling