+124.3%
DVN vs CHRW
+94.0%
+30.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.8% |
| 7D | +2.5% | +4.4% | -1.8% | +1.4% |
| 30D | +10.2% | +5.5% | +4.7% | +8.6% |
| 3M | +8.1% | -17.3% | +25.4% | +12.5% |
| 6M | +15.9% | -12.7% | +28.5% | +17.7% |
| YTD | +38.2% | -4.1% | +42.4% | +35.0% |
| 1Y | +44.5% | +21.2% | +23.2% | +28.9% |
| 3Y | +5.1% | +88.9% | -83.8% | -23.0% |
| 5Y | +124.3% | +93.1% | +31.2% | +59.2% |
| All | +124.3% | +94.0% | +30.3% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling