+1,180.8%
DVN vs CCEP
+6,921.7%
-5,740.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -1.3% | -1.0% | -0.3% | -1.1% |
| 30D | +12.6% | -1.6% | +14.2% | +13.0% |
| 3M | +8.1% | +11.9% | -3.7% | +4.4% |
| 6M | +10.2% | +7.5% | +2.7% | +7.0% |
| YTD | +33.8% | +18.7% | +15.0% | +26.2% |
| 1Y | +43.9% | +21.4% | +22.5% | +34.7% |
| 3Y | +1.7% | +89.1% | -87.4% | -16.5% |
| 5Y | +119.6% | +108.7% | +10.9% | +73.1% |
| 10Y | +53.7% | +241.0% | -187.2% | +7.8% |
| All | +1,180.8% | +6,921.7% | -5,740.9% | +400.1% |
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