+124.3%
DVN vs CCJ
+326.6%
-202.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.7% |
| 7D | +2.5% | -3.2% | +5.7% | +3.2% |
| 30D | +10.2% | -1.3% | +11.5% | +10.2% |
| 3M | +8.1% | +2.5% | +5.6% | +6.7% |
| 6M | +15.9% | -18.9% | +34.7% | +18.8% |
| YTD | +38.2% | +6.5% | +31.8% | +30.7% |
| 1Y | +44.5% | +22.8% | +21.7% | +28.1% |
| 3Y | +5.1% | +164.5% | -159.3% | -34.3% |
| 5Y | +124.3% | +303.7% | -179.4% | +19.4% |
| All | +124.3% | +326.6% | -202.3% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling