+3,154.0%
CLS vs DVN
+69.2%
+3,084.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.4% | +6.1% | +6.4% |
| 7D | +10.9% | +4.5% | +6.4% | +9.5% |
| 30D | +2.1% | +12.0% | -9.9% | -1.6% |
| 3M | -10.2% | +13.4% | -23.6% | -14.5% |
| 6M | +30.4% | +12.1% | +18.3% | +23.4% |
| YTD | +17.2% | +38.8% | -21.6% | +2.8% |
| 1Y | +41.0% | +46.0% | -5.0% | +20.9% |
| 3Y | +1,338.0% | +9.5% | +1,328.5% | +1,230.1% |
| 5Y | +3,860.6% | +125.3% | +3,735.3% | +2,698.6% |
| All | +3,154.0% | +69.2% | +3,084.8% | +1,635.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling