+55.3%
DVN vs CF
+485.9%
-430.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.1% |
| 7D | +1.9% | +10.4% | -8.5% | -4.8% |
| 30D | -8.2% | +7.6% | -15.7% | -12.6% |
| 3M | -0.3% | +5.2% | -5.5% | -4.3% |
| 6M | -2.5% | -0.1% | -2.4% | -3.8% |
| YTD | +25.0% | +61.7% | -36.6% | -13.9% |
| 1Y | +31.1% | +50.3% | -19.2% | -5.4% |
| 3Y | +8.7% | +66.0% | -57.3% | -30.6% |
| 5Y | +33.3% | +114.5% | -81.2% | -35.6% |
| 10Y | +55.3% | +471.5% | -416.3% | -60.4% |
| All | +55.3% | +485.9% | -430.6% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling