+39.0%
DVN vs CAH
+38.5%
+0.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.6% | -10.9% | -6.9% |
| 7D | -13.9% | +7.0% | -21.0% | -13.4% |
| 30D | -8.0% | +12.4% | -20.4% | -7.3% |
| 3M | +0.8% | +12.2% | -11.3% | +1.5% |
| 6M | -12.8% | +33.2% | -46.0% | -11.8% |
| YTD | +22.7% | +28.4% | -5.6% | +22.3% |
| 1Y | +39.0% | +35.0% | +4.0% | +37.8% |
| All | +39.0% | +38.5% | +0.5% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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