+67.3%
DVN vs CCJ
+1,065.5%
-998.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +4.5% | -4.0% | +8.5% | +5.8% |
| 30D | +12.0% | -2.4% | +14.3% | +12.3% |
| 3M | +13.4% | -2.3% | +15.7% | +12.8% |
| 6M | +12.1% | -16.2% | +28.3% | +14.7% |
| YTD | +38.8% | +5.7% | +33.2% | +28.4% |
| 1Y | +46.0% | +21.3% | +24.8% | +23.8% |
| 3Y | +9.5% | +159.4% | -149.9% | -38.6% |
| 5Y | +125.3% | +300.7% | -175.4% | -3.4% |
| All | +67.3% | +1,065.5% | -998.2% | -59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling