+1,196.2%
DVN vs CHD
+9,869.0%
-8,672.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | -0.1% | -4.2% | +4.1% | +0.6% |
| 30D | +8.0% | -7.6% | +15.6% | +9.3% |
| 3M | +11.9% | -1.6% | +13.5% | +12.0% |
| 6M | +10.6% | -6.3% | +16.9% | +11.4% |
| YTD | +35.4% | +14.6% | +20.8% | +31.7% |
| 1Y | +46.5% | +1.6% | +44.9% | +45.3% |
| 3Y | +3.0% | +3.1% | -0.2% | +0.9% |
| 5Y | +120.5% | +21.1% | +99.4% | +107.6% |
| 10Y | +62.5% | +128.6% | -66.1% | +31.2% |
| All | +1,196.2% | +9,869.0% | -8,672.8% | +521.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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