+3,682.3%
CLS vs DVN
+124.0%
+3,558.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.7% |
| 7D | +20.1% | -0.1% | +20.2% | +20.1% |
| 30D | +6.0% | +8.0% | -1.9% | +3.3% |
| 3M | -10.3% | +11.9% | -22.2% | -14.5% |
| 6M | +24.5% | +10.6% | +13.9% | +17.9% |
| YTD | +12.9% | +35.4% | -22.5% | -1.4% |
| 1Y | +36.7% | +46.5% | -9.8% | +15.1% |
| 3Y | +1,328.1% | +3.0% | +1,325.1% | +1,224.8% |
| 5Y | +3,682.3% | +120.5% | +3,561.8% | +2,086.6% |
| All | +3,682.3% | +124.0% | +3,558.3% | +2,086.6% |
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