+57.3%
DVN vs CFG
+216.2%
-158.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.4% |
| 7D | +10.4% | +3.2% | +7.2% | +8.1% |
| 30D | -6.7% | +5.1% | -11.8% | -10.1% |
| 3M | +5.6% | -11.2% | +16.9% | +13.4% |
| 6M | +0.7% | +9.6% | -8.9% | -7.4% |
| YTD | +29.6% | +15.0% | +14.6% | +13.2% |
| 1Y | +36.3% | +29.9% | +6.5% | +9.4% |
| 3Y | +13.2% | +192.1% | -178.9% | -51.4% |
| 5Y | +38.6% | +62.3% | -23.7% | -15.3% |
| All | +57.3% | +216.2% | -158.9% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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