-10.1%
CEG vs DVN
+49.4%
-59.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -2.3% |
| 7D | +0.3% | +2.5% | -2.2% | +0.8% |
| 30D | +2.9% | +10.2% | -7.3% | +4.8% |
| 3M | +18.2% | +8.1% | +10.1% | +19.7% |
| 6M | -9.5% | +15.9% | -25.4% | -6.0% |
| YTD | -18.7% | +38.2% | -56.9% | -11.7% |
| 1Y | -10.1% | +44.5% | -54.6% | -3.1% |
| All | -10.1% | +49.4% | -59.5% | -3.1% |
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