+807.8%
CCL vs DVN
+1,159.9%
-352.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | -5.0% | +1.5% | -6.5% | -5.5% |
| 30D | -20.3% | +14.2% | -34.5% | -23.7% |
| 3M | -15.1% | +5.2% | -20.4% | -17.5% |
| 6M | -15.1% | +11.9% | -27.0% | -20.2% |
| YTD | -21.8% | +32.8% | -54.6% | -30.6% |
| 1Y | -24.8% | +38.6% | -63.4% | -34.4% |
| 3Y | +51.9% | +0.5% | +51.3% | +42.7% |
| 5Y | +4.0% | +111.0% | -107.0% | -24.3% |
| 10Y | -42.2% | +56.1% | -98.4% | -61.3% |
| All | +807.8% | +1,159.9% | -352.2% | +354.5% |
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 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