+39.0%
DVN vs CCJ
-26.2%
+65.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.2% | -6.1% | -7.5% |
| 7D | -13.9% | -14.5% | +0.6% | -15.4% |
| 30D | -8.0% | -18.1% | +10.0% | -9.9% |
| 3M | +0.8% | -23.0% | +23.8% | -1.8% |
| 6M | -12.8% | -39.4% | +26.6% | -15.6% |
| YTD | +22.7% | -21.7% | +44.4% | +17.8% |
| 1Y | +39.0% | -25.9% | +64.9% | +34.5% |
| All | +39.0% | -26.2% | +65.2% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling