+38.6%
DVN vs CCJ
+31.2%
+7.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +1.5% | +0.7% | +0.8% | +1.6% |
| 30D | +14.2% | +6.9% | +7.3% | +15.1% |
| 3M | +5.2% | -11.6% | +16.9% | +5.0% |
| 6M | +11.9% | -16.2% | +28.1% | +11.9% |
| YTD | +32.8% | +10.1% | +22.7% | +35.0% |
| 1Y | +38.6% | +32.3% | +6.3% | +46.4% |
| All | +38.6% | +31.2% | +7.4% | +46.4% |
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