+47.6%
DVN vs CAI
-11.0%
+58.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.0% |
| 7D | -0.1% | -3.1% | +3.0% | -0.3% |
| 30D | +8.0% | +2.7% | +5.3% | +8.2% |
| 3M | +11.9% | +41.7% | -29.8% | +14.7% |
| 6M | +10.6% | +26.5% | -15.8% | +13.3% |
| YTD | +35.4% | -10.9% | +46.3% | +37.8% |
| 1Y | +46.5% | -29.2% | +75.7% | +49.1% |
| All | +47.6% | -11.0% | +58.6% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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