+66.6%
DVN vs CFG
+311.8%
-245.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | +2.5% | -1.7% | +4.2% | +3.7% |
| 30D | +10.2% | -4.6% | +14.8% | +13.3% |
| 3M | +8.1% | +7.9% | +0.2% | +1.6% |
| 6M | +15.9% | +19.9% | -4.0% | 0.0% |
| YTD | +38.2% | +21.7% | +16.5% | +17.1% |
| 1Y | +44.5% | +38.4% | +6.0% | +11.4% |
| 3Y | +5.1% | +187.0% | -181.9% | -54.1% |
| 5Y | +124.3% | +99.5% | +24.8% | +18.4% |
| All | +66.6% | +311.8% | -245.3% | -41.8% |
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