+1,123.7%
CAT vs DVN
+68.5%
+1,055.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.9% |
| 7D | +0.6% | +2.5% | -1.9% | -0.1% |
| 30D | -4.5% | +10.2% | -14.7% | -7.3% |
| 3M | -5.8% | +8.1% | -13.9% | -8.5% |
| 6M | +12.7% | +15.9% | -3.1% | +6.0% |
| YTD | +41.4% | +38.2% | +3.1% | +25.7% |
| 1Y | +92.1% | +44.5% | +47.6% | +67.4% |
| 3Y | +197.5% | +5.1% | +192.3% | +179.9% |
| 5Y | +327.9% | +124.3% | +203.6% | +208.2% |
| All | +1,123.7% | +68.5% | +1,055.2% | +722.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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