+120.5%
DVN vs CFG
+99.7%
+20.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.6% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | +8.0% | -4.5% | +12.5% | +9.9% |
| 3M | +11.9% | +6.3% | +5.6% | +8.1% |
| 6M | +10.6% | +20.6% | -10.0% | 0.0% |
| YTD | +35.4% | +21.2% | +14.1% | +21.4% |
| 1Y | +46.5% | +38.2% | +8.3% | +22.9% |
| 3Y | +3.0% | +185.9% | -183.0% | -39.7% |
| 5Y | +120.5% | +97.0% | +23.5% | +29.9% |
| All | +120.5% | +99.7% | +20.9% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling