-24.8%
CCL vs DVN
+41.2%
-65.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | -0.5% |
| 7D | -5.0% | +1.5% | -6.5% | -4.4% |
| 30D | -20.3% | +14.2% | -34.5% | -15.5% |
| 3M | -15.1% | +5.2% | -20.4% | -11.9% |
| 6M | -15.1% | +11.9% | -27.0% | -13.6% |
| YTD | -21.8% | +32.8% | -54.6% | -22.2% |
| 1Y | -24.8% | +38.6% | -63.4% | -27.2% |
| All | -24.8% | +41.2% | -65.9% | -27.2% |
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