-31.9%
CEG vs DVN
+39.9%
-71.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.3% | +0.6% | -7.7% |
| 7D | -4.8% | -13.9% | +9.2% | -7.0% |
| 30D | -8.2% | -8.0% | -0.1% | -9.0% |
| 3M | -7.9% | +0.8% | -8.7% | -6.9% |
| 6M | -23.2% | -12.8% | -10.5% | -24.8% |
| YTD | -30.1% | +22.7% | -52.9% | -23.4% |
| 1Y | -31.9% | +39.0% | -70.9% | -24.0% |
| All | -31.9% | +39.9% | -71.8% | -24.0% |
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