+118.6%
DVN vs CHTR
-81.7%
+200.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.1% |
| 7D | +4.5% | -4.1% | +8.6% | +5.0% |
| 30D | +12.0% | -3.0% | +14.9% | +12.0% |
| 3M | +13.4% | +4.8% | +8.6% | +11.8% |
| 6M | +12.1% | -35.0% | +47.1% | +18.4% |
| YTD | +38.8% | -30.2% | +69.0% | +44.1% |
| 1Y | +46.0% | -44.8% | +90.8% | +58.6% |
| 3Y | +9.5% | -66.6% | +76.0% | +29.1% |
| All | +118.6% | -81.7% | +200.3% | +178.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling