+47.5%
CCL vs DVN
+4.2%
+43.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -4.3% | +2.5% | -6.8% | -4.5% |
| 30D | -19.0% | +10.2% | -29.1% | -19.8% |
| 3M | -13.1% | +8.1% | -21.2% | -13.8% |
| 6M | -13.3% | +15.9% | -29.2% | -17.2% |
| YTD | -25.2% | +38.2% | -63.5% | -33.0% |
| 1Y | -27.2% | +44.5% | -71.7% | -36.0% |
| All | +47.5% | +4.2% | +43.3% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling