+9.0%
DVN vs CAG
-39.3%
+48.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.5% |
| 7D | +2.5% | -5.9% | +8.4% | +3.5% |
| 30D | +10.2% | -1.5% | +11.7% | +10.4% |
| 3M | +8.1% | +11.5% | -3.4% | +5.5% |
| 6M | +15.9% | -15.7% | +31.6% | +19.7% |
| YTD | +38.2% | -10.2% | +48.4% | +40.7% |
| 1Y | +44.5% | -18.1% | +62.5% | +49.5% |
| All | +9.0% | -39.3% | +48.3% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling