+33.3%
DVN vs CI
+52.1%
-18.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +1.9% | -1.3% | +3.2% | +2.2% |
| 30D | -8.2% | +6.4% | -14.6% | -9.6% |
| 3M | -0.3% | +10.7% | -11.0% | -2.8% |
| 6M | -2.5% | +5.5% | -8.0% | -4.2% |
| YTD | +25.0% | +11.4% | +13.7% | +20.9% |
| 1Y | +31.1% | +15.0% | +16.1% | +25.5% |
| 3Y | +8.7% | +9.0% | -0.3% | +1.4% |
| 5Y | +33.3% | +52.0% | -18.7% | -2.6% |
| All | +33.3% | +52.1% | -18.8% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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