-29.6%
CLS vs DVN
+39.9%
-69.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -7.3% | -1.7% | -10.0% |
| 7D | -21.1% | -13.9% | -7.2% | -22.9% |
| 30D | -38.2% | -8.0% | -30.2% | -38.7% |
| 3M | -36.3% | +0.8% | -37.1% | -35.2% |
| 6M | -43.8% | -12.8% | -31.1% | -44.6% |
| YTD | -20.0% | +22.7% | -42.8% | -16.7% |
| 1Y | -29.6% | +39.0% | -68.6% | -24.5% |
| All | -29.6% | +39.9% | -69.5% | -24.5% |
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 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