-7.6%
CTSH vs DVN
+39.9%
-47.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.3% | +10.4% | +3.3% |
| 7D | -0.9% | -13.9% | +13.1% | -0.3% |
| 30D | +13.1% | -8.0% | +21.1% | +13.3% |
| 3M | +17.9% | +0.8% | +17.1% | +17.2% |
| 6M | +28.5% | -12.8% | +41.2% | +27.6% |
| YTD | -19.3% | +22.7% | -42.0% | -21.7% |
| 1Y | -7.6% | +39.0% | -46.6% | -11.6% |
| All | -7.6% | +39.9% | -47.5% | -11.6% |
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 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