+11.9%
DVN vs CG
+351.2%
-339.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.7% |
| 7D | +1.5% | -4.3% | +5.8% | +3.6% |
| 30D | +14.2% | -5.1% | +19.3% | +16.4% |
| 3M | +5.2% | +8.7% | -3.4% | -0.8% |
| 6M | +11.9% | -9.2% | +21.1% | +13.6% |
| YTD | +32.8% | -18.9% | +51.7% | +40.5% |
| 1Y | +38.6% | -25.6% | +64.2% | +52.0% |
| 3Y | +0.5% | +57.3% | -56.7% | -31.0% |
| 5Y | +111.0% | +10.2% | +100.9% | +64.8% |
| 10Y | +56.1% | +364.2% | -308.1% | -43.2% |
| All | +11.9% | +351.2% | -339.3% | -59.1% |
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