+626.9%
CEG vs DVN
+19.2%
+607.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.5% |
| YTD | -16.4% | +35.4% | -51.8% | -25.0% |
| 1Y | -1.8% | +46.5% | -48.2% | -14.8% |
| 3Y | +175.8% | +3.0% | +172.8% | +158.6% |
| All | +626.9% | +19.2% | +607.8% | +603.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling