+92.1%
CAT vs DVN
+49.4%
+42.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.0% |
| 7D | +0.6% | +2.5% | -1.9% | +1.0% |
| 30D | -4.5% | +10.2% | -14.7% | -3.2% |
| 3M | -5.8% | +8.1% | -13.9% | -4.4% |
| 6M | +12.7% | +15.9% | -3.1% | +13.6% |
| YTD | +41.4% | +38.2% | +3.1% | +42.2% |
| 1Y | +92.1% | +44.5% | +47.6% | +94.7% |
| All | +92.1% | +49.4% | +42.7% | +94.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling