-5.7%
COF vs DVN
+47.2%
-53.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.7% |
| 7D | -5.1% | +4.5% | -9.7% | -4.3% |
| 30D | -6.0% | +12.0% | -18.0% | -3.9% |
| 3M | +14.8% | +13.4% | +1.4% | +18.2% |
| 6M | +15.3% | +12.1% | +3.2% | +17.3% |
| YTD | -13.0% | +38.8% | -51.9% | -13.4% |
| 1Y | -5.7% | +46.0% | -51.7% | -7.7% |
| All | -5.7% | +47.2% | -53.0% | -7.7% |
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