+119.6%
DVN vs CF
+222.3%
-102.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | -1.3% | -0.9% | -0.4% | -0.9% |
| 30D | +12.6% | +18.1% | -5.5% | +3.0% |
| 3M | +8.1% | +23.4% | -15.2% | -3.4% |
| 6M | +10.2% | +17.1% | -6.9% | -1.1% |
| YTD | +33.8% | +76.2% | -42.5% | -4.4% |
| 1Y | +43.9% | +62.3% | -18.4% | +7.0% |
| 3Y | +1.7% | +71.8% | -70.1% | -29.5% |
| 5Y | +119.6% | +234.6% | -114.9% | -11.4% |
| All | +119.6% | +222.3% | -102.7% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling