+25,808.1%
CAT vs DVN
+1,159.9%
+24,648.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | +1.7% | +1.5% | +0.2% | +1.2% |
| 30D | -6.6% | +14.2% | -20.7% | -10.2% |
| 3M | -13.3% | +5.2% | -18.5% | -15.2% |
| 6M | +11.6% | +11.9% | -0.3% | +6.1% |
| YTD | +42.9% | +32.8% | +10.1% | +29.1% |
| 1Y | +95.4% | +38.6% | +56.9% | +73.1% |
| 3Y | +196.6% | +0.5% | +196.1% | +183.4% |
| 5Y | +321.7% | +111.0% | +210.6% | +211.9% |
| 10Y | +1,140.8% | +56.1% | +1,084.7% | +746.2% |
| All | +25,808.1% | +1,159.9% | +24,648.2% | +13,856.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling