+120.5%
DVN vs CDW
-23.8%
+144.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.8% |
| 7D | -0.1% | -4.2% | +4.1% | +1.4% |
| 30D | +8.0% | +4.9% | +3.1% | +5.3% |
| 3M | +11.9% | +7.3% | +4.6% | +7.1% |
| 6M | +10.6% | +19.2% | -8.5% | -0.6% |
| YTD | +35.4% | +6.2% | +29.2% | +27.5% |
| 1Y | +46.5% | -14.0% | +60.5% | +52.1% |
| 3Y | +3.0% | -30.0% | +32.9% | +12.1% |
| 5Y | +120.5% | -23.6% | +144.1% | +140.2% |
| All | +120.5% | -23.8% | +144.3% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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