+15.5%
DVN vs CF
+5,315.1%
-5,299.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | -19.1% | -3.2% | -15.9% | -17.8% |
| 30D | -11.8% | +4.3% | -16.2% | -13.8% |
| 3M | -1.5% | +2.8% | -4.3% | -3.2% |
| 6M | -8.2% | +0.6% | -8.8% | -9.4% |
| YTD | +17.4% | +56.6% | -39.2% | -8.4% |
| 1Y | +33.5% | +49.6% | -16.1% | +6.4% |
| 3Y | -0.3% | +61.5% | -61.8% | -25.6% |
| 5Y | +22.7% | +124.0% | -101.2% | -23.8% |
| 10Y | +51.8% | +573.2% | -521.4% | -40.3% |
| All | +15.5% | +5,315.1% | -5,299.6% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling