+1,879.0%
CVS vs DVN
+1,184.0%
+694.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -0.3% | +8.0% | -8.3% | -1.3% |
| 3M | -1.1% | +11.9% | -13.1% | -2.7% |
| 6M | +23.7% | +10.6% | +13.1% | +21.5% |
| YTD | +23.0% | +35.4% | -12.4% | +17.4% |
| 1Y | +37.2% | +46.5% | -9.3% | +29.3% |
| 3Y | +62.4% | +3.0% | +59.5% | +58.4% |
| 5Y | +31.8% | +120.5% | -88.7% | +13.0% |
| 10Y | +41.9% | +62.5% | -20.6% | +15.2% |
| All | +1,879.0% | +1,184.0% | +694.9% | +1,241.8% |
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