+67.3%
DVN vs CAG
-36.2%
+103.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +4.5% | -5.7% | +10.2% | +6.0% |
| 30D | +12.0% | -2.4% | +14.4% | +12.5% |
| 3M | +13.4% | +9.8% | +3.6% | +10.2% |
| 6M | +12.1% | -10.8% | +22.9% | +14.5% |
| YTD | +38.8% | -10.8% | +49.6% | +41.6% |
| 1Y | +46.0% | -19.0% | +65.0% | +52.4% |
| 3Y | +9.5% | -39.7% | +49.2% | +21.5% |
| 5Y | +125.3% | -43.0% | +168.2% | +151.7% |
| All | +67.3% | -36.2% | +103.4% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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