+1,140.6%
DVN vs CCEP
+7,713.8%
-6,573.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | +10.4% | +2.1% | +8.3% | +9.7% |
| 30D | -6.7% | +10.6% | -17.3% | -9.4% |
| 3M | +5.6% | +10.3% | -4.7% | +2.4% |
| 6M | +0.7% | +31.1% | -30.4% | -7.4% |
| YTD | +29.6% | +32.1% | -2.6% | +18.3% |
| 1Y | +36.3% | +32.8% | +3.5% | +24.3% |
| 3Y | +13.2% | +111.3% | -98.2% | -10.1% |
| 5Y | +38.6% | +147.5% | -108.9% | +4.0% |
| 10Y | +60.9% | +338.1% | -277.2% | +6.0% |
| All | +1,140.6% | +7,713.8% | -6,573.2% | +368.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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