-10.0%
CRM vs DVN
+39.9%
-49.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.3% | +9.6% | +2.5% |
| 7D | -6.2% | -13.9% | +7.8% | -5.5% |
| 30D | -1.2% | -8.0% | +6.9% | -0.9% |
| 3M | +19.1% | +0.8% | +18.3% | +19.1% |
| 6M | +23.0% | -12.8% | +35.7% | +22.4% |
| YTD | -13.7% | +22.7% | -36.4% | -12.1% |
| 1Y | -10.0% | +39.0% | -49.0% | -13.0% |
| All | -10.0% | +39.9% | -49.8% | -13.0% |
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