+2.4%
DVN vs CFG
+396.4%
-394.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +1.5% | +1.5% | 0.0% | +0.4% |
| 30D | +14.2% | -3.8% | +18.0% | +16.8% |
| 3M | +5.2% | +11.5% | -6.2% | -3.4% |
| 6M | +11.9% | +19.2% | -7.3% | -3.2% |
| YTD | +32.8% | +23.7% | +9.1% | +11.2% |
| 1Y | +38.6% | +38.8% | -0.3% | +6.6% |
| 3Y | +0.5% | +178.9% | -178.4% | -55.2% |
| 5Y | +111.0% | +101.8% | +9.3% | +10.4% |
| 10Y | +56.1% | +317.3% | -261.1% | -54.1% |
| All | +2.4% | +396.4% | -394.0% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling