+18.7%
CTSH vs DVN
+68.5%
-49.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | -9.8% | +2.5% | -12.3% | -10.2% |
| 30D | +0.1% | +10.2% | -10.1% | -1.6% |
| 3M | +13.2% | +8.1% | +5.1% | +11.5% |
| 6M | -6.2% | +15.9% | -22.1% | -9.1% |
| YTD | -28.5% | +38.2% | -66.7% | -32.9% |
| 1Y | -13.8% | +44.5% | -58.3% | -19.9% |
| 3Y | -13.7% | +5.1% | -18.8% | -16.8% |
| 5Y | -16.7% | +124.3% | -141.0% | -32.0% |
| All | +18.7% | +68.5% | -49.8% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling