+19,095.1%
CAT vs DVN
+1,086.0%
+18,009.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +1.9% |
| 7D | +1.7% | +1.9% | -0.1% | +1.2% |
| 30D | -24.6% | -8.2% | -16.4% | -22.9% |
| 3M | -28.5% | -0.3% | -28.1% | -28.8% |
| 6M | -34.8% | -2.5% | -32.3% | -35.3% |
| YTD | +5.9% | +25.0% | -19.1% | -3.1% |
| 1Y | +6.8% | +31.1% | -24.3% | -3.8% |
| 3Y | +161.1% | +8.7% | +152.4% | +143.5% |
| 5Y | +213.4% | +33.3% | +180.1% | +164.5% |
| 10Y | +700.3% | +55.3% | +645.1% | +446.3% |
| All | +19,095.1% | +1,086.0% | +18,009.0% | +10,379.1% |
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