+5,760.6%
CRM vs DVN
+155.0%
+5,605.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -4.4% | +4.5% | -9.0% | -5.5% |
| 30D | +28.1% | +12.0% | +16.2% | +24.3% |
| 3M | +48.8% | +13.4% | +35.4% | +43.5% |
| 6M | +28.3% | +12.1% | +16.1% | +23.4% |
| YTD | -6.0% | +38.8% | -44.8% | -14.9% |
| 1Y | +1.4% | +46.0% | -44.6% | -9.7% |
| 3Y | +11.8% | +9.5% | +2.4% | +4.6% |
| 5Y | -2.0% | +125.3% | -127.3% | -28.6% |
| 10Y | +239.6% | +66.6% | +173.0% | +120.9% |
| All | +5,760.6% | +155.0% | +5,605.6% | +2,962.3% |
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