+172.4%
CEG vs DVN
+2.0%
+170.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.0% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +8.8% | +8.0% | +0.9% | +6.6% |
| 3M | +17.0% | +11.9% | +5.0% | +13.0% |
| 6M | -8.7% | +10.6% | -19.4% | -12.7% |
| YTD | -16.4% | +35.4% | -51.8% | -26.1% |
| 1Y | -1.8% | +46.5% | -48.2% | -17.1% |
| All | +172.4% | +2.0% | +170.4% | +153.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling