+30.8%
CVS vs DVN
+47.2%
-16.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -2.2% | +4.5% | -6.7% | -2.1% |
| 30D | -0.1% | +12.0% | -12.0% | +0.1% |
| 3M | -5.2% | +13.4% | -18.6% | -5.2% |
| 6M | +26.9% | +12.1% | +14.8% | +25.8% |
| YTD | +22.1% | +38.8% | -16.8% | +21.2% |
| 1Y | +30.8% | +46.0% | -15.2% | +29.6% |
| All | +30.8% | +47.2% | -16.4% | +29.6% |
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