+9.1%
DVN vs CG
+282.0%
-272.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.3% |
| 7D | +10.4% | +0.2% | +10.2% | +9.9% |
| 30D | -6.7% | +11.2% | -17.9% | -12.2% |
| 3M | +5.6% | -22.1% | +27.7% | +17.0% |
| 6M | +0.7% | -17.9% | +18.6% | +6.9% |
| YTD | +29.6% | -31.3% | +60.9% | +46.4% |
| 1Y | +36.3% | -24.0% | +60.3% | +45.7% |
| 3Y | +13.2% | +45.0% | -31.8% | -20.4% |
| 5Y | +38.6% | -22.6% | +61.2% | +30.0% |
| 10Y | +60.9% | +282.1% | -221.2% | -36.6% |
| All | +9.1% | +282.0% | -272.9% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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