+36.0%
DVN vs CDW
+1,030.0%
-993.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.1% |
| 7D | +10.4% | +9.3% | +1.0% | +5.2% |
| 30D | -6.7% | +14.4% | -21.0% | -14.7% |
| 3M | +5.6% | +21.4% | -15.8% | -7.9% |
| 6M | +0.7% | +72.8% | -72.1% | -30.4% |
| YTD | +29.6% | +28.0% | +1.5% | +4.0% |
| 1Y | +36.3% | +19.3% | +17.0% | +14.0% |
| 3Y | +13.2% | -15.3% | +28.5% | +11.7% |
| 5Y | +38.6% | -3.8% | +42.4% | +21.2% |
| 10Y | +60.9% | +318.5% | -257.6% | -30.3% |
| All | +36.0% | +1,030.0% | -993.9% | -51.6% |
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