+53.7%
DVN vs CF
+589.1%
-535.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.2% |
| 7D | -1.3% | -0.9% | -0.4% | -0.8% |
| 30D | +12.6% | +18.1% | -5.5% | +0.8% |
| 3M | +8.1% | +23.4% | -15.2% | -6.2% |
| 6M | +10.2% | +17.1% | -6.9% | -4.1% |
| YTD | +33.8% | +76.2% | -42.5% | -12.0% |
| 1Y | +43.9% | +62.3% | -18.4% | -0.6% |
| 3Y | +1.7% | +71.8% | -70.1% | -35.8% |
| 5Y | +119.6% | +234.6% | -114.9% | -21.8% |
| 10Y | +53.7% | +574.3% | -520.5% | -59.6% |
| All | +53.7% | +589.1% | -535.4% | -59.6% |
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