+162.3%
DVN vs CBRE
+2,234.5%
-2,072.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +1.5% | -2.0% | +3.5% | +2.0% |
| 30D | +14.2% | -2.2% | +16.4% | +14.5% |
| 3M | +5.2% | +12.9% | -7.7% | +0.6% |
| 6M | +11.9% | +4.3% | +7.6% | +8.8% |
| YTD | +32.8% | -8.0% | +40.9% | +33.0% |
| 1Y | +38.6% | -8.6% | +47.1% | +38.7% |
| 3Y | +0.5% | +71.9% | -71.4% | -18.5% |
| 5Y | +111.0% | +50.0% | +61.0% | +76.7% |
| 10Y | +56.1% | +390.1% | -333.9% | -2.8% |
| All | +162.3% | +2,234.5% | -2,072.2% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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