+34,813.6%
CTSH vs DVN
+369.5%
+34,444.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -2.1% | +10.4% | -12.5% | -4.5% |
| 30D | +1.4% | -6.7% | +8.1% | +2.7% |
| 3M | +7.5% | +5.6% | +1.8% | +5.4% |
| 6M | +39.6% | +0.7% | +38.9% | +38.0% |
| YTD | -22.3% | +29.6% | -51.9% | -28.4% |
| 1Y | -12.0% | +36.3% | -48.3% | -20.0% |
| 3Y | +1.8% | +13.2% | -11.3% | -5.4% |
| 5Y | -15.8% | +38.6% | -54.4% | -29.8% |
| 10Y | +34.8% | +60.9% | -26.1% | -10.5% |
| All | +34,813.6% | +369.5% | +34,444.1% | +18,037.4% |
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