-14.4%
CTSH vs DVN
+120.4%
-134.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | -3.7% | +4.5% | -8.2% | -4.4% |
| 30D | +3.7% | +12.0% | -8.3% | +1.7% |
| 3M | +17.9% | +13.4% | +4.5% | +15.3% |
| 6M | -2.6% | +12.1% | -14.8% | -5.1% |
| YTD | -26.4% | +38.8% | -65.2% | -31.0% |
| 1Y | -13.0% | +46.0% | -59.1% | -19.3% |
| 3Y | -11.2% | +9.5% | -20.7% | -15.6% |
| All | -14.4% | +120.4% | -134.8% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling