+67.3%
DVN vs CCI
+23.6%
+43.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -1.9% | -0.2% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | +12.0% | +2.2% | +9.7% | +11.2% |
| 3M | +13.4% | -16.9% | +30.3% | +18.7% |
| 6M | +12.1% | -11.5% | +23.6% | +14.9% |
| YTD | +38.8% | -12.8% | +51.7% | +42.3% |
| 1Y | +46.0% | -17.1% | +63.1% | +51.6% |
| 3Y | +9.5% | -9.6% | +19.1% | +8.2% |
| 5Y | +125.3% | -48.9% | +174.2% | +162.8% |
| All | +67.3% | +23.6% | +43.6% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling