+30.7%
DVN vs CF
+5,948.3%
-5,917.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | +0.1% |
| 7D | +1.5% | +6.0% | -4.5% | -1.4% |
| 30D | +14.2% | +14.8% | -0.7% | +6.5% |
| 3M | +5.2% | +14.1% | -8.8% | -1.7% |
| 6M | +11.9% | +28.5% | -16.7% | -3.3% |
| YTD | +32.8% | +74.9% | -42.1% | -1.5% |
| 1Y | +38.6% | +61.7% | -23.1% | +6.3% |
| 3Y | +0.5% | +80.3% | -79.8% | -28.9% |
| 5Y | +111.0% | +226.0% | -114.9% | +9.5% |
| 10Y | +56.1% | +569.9% | -513.7% | -39.3% |
| All | +30.7% | +5,948.3% | -5,917.7% | -77.2% |
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