+695.3%
CAT vs DVN
+60.4%
+634.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.2% |
| 7D | +9.3% | +7.8% | +1.5% | +7.0% |
| 30D | -21.5% | -7.9% | -13.6% | -19.8% |
| 3M | -29.1% | +3.7% | -32.8% | -30.2% |
| 6M | -33.4% | +0.2% | -33.6% | -34.4% |
| YTD | +6.6% | +28.6% | -22.0% | -3.6% |
| 1Y | +6.5% | +34.6% | -28.1% | -5.2% |
| 3Y | +162.7% | +11.8% | +150.9% | +142.1% |
| 5Y | +214.2% | +37.6% | +176.7% | +161.4% |
| All | +695.3% | +60.4% | +634.9% | +439.6% |
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