+1,140.6%
DVN vs CI
+8,030.3%
-6,889.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +10.4% | +1.2% | +9.2% | +10.0% |
| 30D | -6.7% | +2.6% | -9.3% | -7.6% |
| 3M | +5.6% | +7.4% | -1.8% | +2.9% |
| 6M | +0.7% | -0.1% | +0.8% | -0.2% |
| YTD | +29.6% | +9.7% | +19.8% | +24.3% |
| 1Y | +36.3% | +12.1% | +24.2% | +29.7% |
| 3Y | +13.2% | +7.0% | +6.1% | +5.4% |
| 5Y | +38.6% | +49.7% | -11.1% | +15.6% |
| 10Y | +60.9% | +147.2% | -86.3% | +18.0% |
| All | +1,140.6% | +8,030.3% | -6,889.7% | +307.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling