+456.3%
DVN vs CCI
+907.3%
-451.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | +12.6% | +0.5% | +12.1% | +12.5% |
| 3M | +8.1% | -16.3% | +24.4% | +11.0% |
| 6M | +10.2% | -13.9% | +24.1% | +12.3% |
| YTD | +33.8% | -12.4% | +46.2% | +35.8% |
| 1Y | +43.9% | -15.2% | +59.1% | +46.7% |
| 3Y | +1.7% | -9.9% | +11.6% | +1.8% |
| 5Y | +119.6% | -50.8% | +170.4% | +139.2% |
| 10Y | +53.7% | +18.3% | +35.4% | +46.6% |
| All | +456.3% | +907.3% | -451.0% | +301.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling