+39.5%
DVN vs CDW
+903.1%
-863.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -0.9% |
| 7D | +1.5% | +3.2% | -1.7% | -0.3% |
| 30D | +14.2% | +9.3% | +4.9% | +7.6% |
| 3M | +5.2% | +9.8% | -4.5% | -2.4% |
| 6M | +11.9% | +23.3% | -11.5% | -5.9% |
| YTD | +32.8% | +13.7% | +19.2% | +16.4% |
| 1Y | +38.6% | -6.5% | +45.1% | +35.8% |
| 3Y | +0.5% | -25.2% | +25.8% | +8.6% |
| 5Y | +111.0% | -19.5% | +130.5% | +109.6% |
| 10Y | +56.1% | +285.8% | -229.7% | -27.3% |
| All | +39.5% | +903.1% | -863.6% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling