+9.5%
DVN vs CHTR
-65.7%
+75.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | 0.0% |
| 7D | +4.5% | -4.1% | +8.6% | +4.9% |
| 30D | +12.0% | -3.0% | +14.9% | +12.0% |
| 3M | +13.4% | +4.8% | +8.6% | +12.1% |
| 6M | +12.1% | -35.0% | +47.1% | +17.8% |
| YTD | +38.8% | -30.2% | +69.0% | +43.5% |
| 1Y | +46.0% | -44.8% | +90.8% | +57.7% |
| 3Y | +9.5% | -66.6% | +76.0% | +33.9% |
| All | +9.5% | -65.7% | +75.1% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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