-89.8%
CDE vs DVN
+1,211.3%
-1,301.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.3% | -3.9% |
| 7D | -6.1% | +2.5% | -8.6% | -6.9% |
| 30D | +9.5% | +10.2% | -0.7% | +5.7% |
| 3M | +32.0% | +8.1% | +23.9% | +26.9% |
| 6M | -12.8% | +15.9% | -28.7% | -19.6% |
| YTD | +14.2% | +38.2% | -24.0% | -1.6% |
| 1Y | +36.3% | +44.5% | -8.2% | +14.7% |
| 3Y | +821.4% | +5.1% | +816.3% | +754.6% |
| 5Y | +194.3% | +124.3% | +69.9% | +104.4% |
| 10Y | +53.2% | +65.9% | -12.7% | -5.1% |
| All | -89.8% | +1,211.3% | -1,301.1% | -93.9% |
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