-19.7%
CDNS vs DVN
+46.6%
-66.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.3% |
| 7D | -6.5% | +2.5% | -9.1% | -6.3% |
| 30D | -13.0% | +10.2% | -23.2% | -12.3% |
| 3M | -26.0% | +8.1% | -34.1% | -25.1% |
| 6M | -2.8% | +15.9% | -18.7% | -2.8% |
| YTD | -8.8% | +38.2% | -47.1% | -7.9% |
| All | -19.7% | +46.6% | -66.3% | -20.0% |
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