+1,180.8%
DVN vs CAG
+594.9%
+586.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | -1.3% | -5.3% | +4.0% | -0.1% |
| 30D | +12.6% | +1.0% | +11.6% | +12.3% |
| 3M | +8.1% | +17.4% | -9.2% | +3.8% |
| 6M | +10.2% | -16.8% | +27.0% | +14.0% |
| YTD | +33.8% | -6.8% | +40.6% | +34.7% |
| 1Y | +43.9% | -15.4% | +59.3% | +48.0% |
| 3Y | +1.7% | -37.1% | +38.8% | +10.7% |
| 5Y | +119.6% | -41.3% | +160.9% | +141.0% |
| 10Y | +53.7% | -35.5% | +89.2% | +60.0% |
| All | +1,180.8% | +594.9% | +586.0% | +835.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling