+609.5%
DVN vs CB
+6,559.4%
-5,949.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.8% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | +14.2% | -3.1% | +17.3% | +15.4% |
| 3M | +5.2% | +9.0% | -3.7% | +1.8% |
| 6M | +11.9% | +2.9% | +9.0% | +10.2% |
| YTD | +32.8% | +10.1% | +22.7% | +27.8% |
| 1Y | +38.6% | +22.8% | +15.8% | +28.2% |
| 3Y | +0.5% | +73.8% | -73.3% | -18.3% |
| 5Y | +111.0% | +99.2% | +11.9% | +64.3% |
| 10Y | +56.1% | +218.2% | -162.1% | +6.6% |
| All | +609.5% | +6,559.4% | -5,949.9% | +176.9% |
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