-42.6%
CCL vs DVN
+69.2%
-111.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -3.2% | +4.5% | -7.7% | -5.1% |
| 30D | -17.8% | +12.0% | -29.8% | -22.0% |
| 3M | -18.7% | +13.4% | -32.1% | -24.2% |
| 6M | -11.4% | +12.1% | -23.5% | -19.6% |
| YTD | -24.3% | +38.8% | -63.1% | -38.5% |
| 1Y | -28.8% | +46.0% | -74.8% | -43.9% |
| 3Y | +49.3% | +9.5% | +39.8% | +29.2% |
| 5Y | +1.6% | +125.3% | -123.7% | -45.0% |
| All | -42.6% | +69.2% | -111.9% | -80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling