+67.3%
DVN vs CAH
+294.8%
-227.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +4.5% | -5.1% | +9.6% | +6.9% |
| 30D | +12.0% | +0.2% | +11.8% | +11.7% |
| 3M | +13.4% | +6.3% | +7.1% | +9.7% |
| 6M | +12.1% | +9.4% | +2.7% | +6.5% |
| YTD | +38.8% | +15.0% | +23.9% | +27.8% |
| 1Y | +46.0% | +55.4% | -9.4% | +14.8% |
| 3Y | +9.5% | +173.8% | -164.3% | -37.9% |
| 5Y | +125.3% | +395.2% | -269.9% | -9.3% |
| All | +67.3% | +294.8% | -227.6% | -33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling