+19,050.1%
CAT vs DVN
+1,129.0%
+17,921.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +7.4% | +10.4% | -2.9% | +4.5% |
| 30D | -19.7% | -6.7% | -13.0% | -18.2% |
| 3M | -29.6% | +5.6% | -35.2% | -31.0% |
| 6M | -33.2% | +0.7% | -33.9% | -34.3% |
| YTD | +5.7% | +29.6% | -23.9% | -4.3% |
| 1Y | +9.3% | +36.3% | -27.0% | -2.7% |
| 3Y | +158.3% | +13.2% | +145.2% | +138.1% |
| 5Y | +211.6% | +38.6% | +173.0% | +160.0% |
| 10Y | +698.5% | +60.9% | +637.6% | +439.4% |
| All | +19,050.1% | +1,129.0% | +17,921.0% | +10,248.1% |
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