+699.3%
DVN vs CCJ
+1,604.2%
-904.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | -1.3% | +5.9% | -7.3% | -3.5% |
| 30D | +12.6% | +4.7% | +7.9% | +10.1% |
| 3M | +8.1% | -3.3% | +11.4% | +7.5% |
| 6M | +10.2% | -7.0% | +17.2% | +8.3% |
| YTD | +33.8% | +11.5% | +22.3% | +20.7% |
| 1Y | +43.9% | +32.3% | +11.6% | +17.0% |
| 3Y | +1.7% | +176.8% | -175.1% | -44.1% |
| 5Y | +119.6% | +351.8% | -232.2% | -7.6% |
| 10Y | +53.7% | +1,080.5% | -1,026.8% | -60.4% |
| All | +699.3% | +1,604.2% | -904.9% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling