+1,171.8%
DVN vs CI
+7,591.2%
-6,419.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | +1.5% | +1.3% | +0.2% | +1.1% |
| 30D | +14.2% | +4.4% | +9.7% | +12.6% |
| 3M | +5.2% | +0.7% | +4.6% | +4.6% |
| 6M | +11.9% | +0.3% | +11.5% | +10.9% |
| YTD | +32.8% | +3.8% | +29.0% | +30.0% |
| 1Y | +38.6% | -5.5% | +44.1% | +38.1% |
| 3Y | +0.5% | +8.1% | -7.6% | -6.4% |
| 5Y | +111.0% | +42.8% | +68.2% | +79.1% |
| 10Y | +56.1% | +143.9% | -87.8% | +15.7% |
| All | +1,171.8% | +7,591.2% | -6,419.4% | +326.2% |
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