+10,051.2%
DVA vs CRL
+1,379.5%
+8,671.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.6% |
| 7D | +1.8% | -1.0% | +2.9% | +2.0% |
| 30D | -2.5% | +10.7% | -13.1% | -4.6% |
| 3M | -4.3% | +55.3% | -59.5% | -13.7% |
| 6M | +18.9% | +60.7% | -41.8% | +5.3% |
| YTD | +61.9% | +44.6% | +17.3% | +45.5% |
| 1Y | +35.7% | +77.7% | -42.0% | +15.7% |
| 3Y | +78.6% | +37.6% | +41.0% | +55.1% |
| 5Y | +39.2% | -35.8% | +75.0% | +40.3% |
| 10Y | +184.0% | +241.7% | -57.7% | +85.7% |
| All | +10,051.2% | +1,379.5% | +8,671.7% | +4,476.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling