+13.2%
DVN vs CHRW
+80.1%
-67.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +10.4% | +7.3% | +3.1% | +9.6% |
| 30D | -6.7% | -3.6% | -3.1% | -6.5% |
| 3M | +5.6% | -9.6% | +15.2% | +6.5% |
| 6M | +0.7% | -17.0% | +17.7% | +2.0% |
| YTD | +29.6% | -15.4% | +45.0% | +29.4% |
| 1Y | +36.3% | -10.0% | +46.3% | +34.4% |
| 3Y | +13.2% | +82.2% | -69.0% | -2.1% |
| All | +13.2% | +80.1% | -67.0% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 3y: compounded portfolio wealth divided by compounded CHRW 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…
3y analysis · Full analysis span regression · 6 months rolling