+3,231.7%
CLS vs DVN
+346.1%
+2,885.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | +4.6% | +1.5% | +3.1% | +4.1% |
| 30D | -13.9% | +14.2% | -28.1% | -17.6% |
| 3M | -26.6% | +5.2% | -31.8% | -28.5% |
| 6M | +15.4% | +11.9% | +3.5% | +9.3% |
| YTD | +5.7% | +32.8% | -27.2% | -5.7% |
| 1Y | +41.1% | +38.6% | +2.5% | +23.6% |
| 3Y | +1,228.6% | +0.5% | +1,228.1% | +1,167.4% |
| 5Y | +3,240.6% | +111.0% | +3,129.6% | +2,337.5% |
| 10Y | +2,760.3% | +56.1% | +2,704.2% | +1,771.8% |
| All | +3,231.7% | +346.1% | +2,885.7% | +1,573.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling