+545.0%
DVN vs CB
+7,117.7%
-6,572.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.8% |
| 7D | -8.8% | +0.7% | -9.5% | -9.1% |
| 30D | -10.0% | +8.2% | -18.2% | -12.6% |
| 3M | -3.7% | +6.3% | -10.0% | -5.9% |
| 6M | -3.5% | +16.2% | -19.7% | -8.9% |
| YTD | +20.8% | +19.3% | +1.4% | +12.8% |
| 1Y | +31.2% | +29.2% | +2.0% | +19.1% |
| 3Y | +5.0% | +71.4% | -66.5% | -14.3% |
| 5Y | +29.9% | +104.2% | -74.3% | +0.1% |
| 10Y | +45.5% | +246.7% | -201.2% | -3.7% |
| All | +545.0% | +7,117.7% | -6,572.6% | +144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling