+5,721.4%
CDNS vs DVN
+1,184.0%
+4,537.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -7.2% | -0.1% | -7.1% | -7.2% |
| 30D | -14.3% | +8.0% | -22.2% | -15.7% |
| 3M | -27.2% | +11.9% | -39.1% | -29.3% |
| 6M | -4.5% | +10.6% | -15.1% | -7.4% |
| YTD | -9.0% | +35.4% | -44.3% | -15.6% |
| 1Y | -21.3% | +46.5% | -67.8% | -28.5% |
| 3Y | +19.6% | +3.0% | +16.6% | +14.8% |
| 5Y | +71.5% | +120.5% | -49.0% | +35.1% |
| 10Y | +1,036.6% | +62.5% | +974.1% | +714.9% |
| All | +5,721.4% | +1,184.0% | +4,537.3% | +2,894.7% |
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 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