+6.8%
DVN vs CHRW
+85.4%
-78.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.1% | +4.1% | -4.2% | -0.6% |
| 30D | +8.0% | +1.9% | +6.1% | +7.7% |
| 3M | +11.9% | -21.2% | +33.1% | +15.2% |
| 6M | +10.6% | -16.7% | +27.3% | +12.6% |
| YTD | +35.4% | -5.4% | +40.7% | +33.8% |
| 1Y | +46.5% | +21.2% | +25.3% | +36.6% |
| All | +6.8% | +85.4% | -78.7% | -6.3% |
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