+43.9%
DVN vs CART
+5.2%
+38.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +1.2% |
| 7D | -1.3% | -4.1% | +2.8% | -1.0% |
| 30D | +12.6% | -4.3% | +16.9% | +12.9% |
| 3M | +8.1% | +13.1% | -5.0% | +6.5% |
| 6M | +10.2% | +26.0% | -15.9% | +7.9% |
| YTD | +33.8% | +6.7% | +27.1% | +34.3% |
| 1Y | +43.9% | +6.3% | +37.6% | +41.4% |
| All | +43.9% | +5.2% | +38.7% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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