+9.0%
DVN vs CCJ
+164.6%
-155.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.3% |
| 7D | +2.5% | -3.2% | +5.7% | +2.7% |
| 30D | +10.2% | -1.3% | +11.5% | +10.2% |
| 3M | +8.1% | +2.5% | +5.6% | +7.8% |
| 6M | +15.9% | -18.9% | +34.7% | +17.1% |
| YTD | +38.2% | +6.5% | +31.8% | +35.1% |
| 1Y | +44.5% | +22.8% | +21.7% | +37.2% |
| All | +9.0% | +164.6% | -155.5% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling