+119.6%
DVN vs CB
+98.8%
+20.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.4% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | +12.6% | -3.9% | +16.5% | +14.8% |
| 3M | +8.1% | +4.9% | +3.2% | +4.9% |
| 6M | +10.2% | +3.3% | +6.9% | +7.3% |
| YTD | +33.8% | +8.5% | +25.3% | +26.6% |
| 1Y | +43.9% | +22.1% | +21.8% | +27.1% |
| 3Y | +1.7% | +70.1% | -68.4% | -29.9% |
| 5Y | +119.6% | +97.4% | +22.2% | +34.5% |
| All | +119.6% | +98.8% | +20.8% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 5y: compounded portfolio wealth divided by compounded CB 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…
5y analysis · Full analysis span regression · 6 months rolling