+1,097.2%
DVN vs CI
+8,152.1%
-7,054.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +1.9% | -1.3% | +3.2% | +2.3% |
| 30D | -8.2% | +6.4% | -14.6% | -10.1% |
| 3M | -0.3% | +10.7% | -11.0% | -3.8% |
| 6M | -2.5% | +5.5% | -8.0% | -4.9% |
| YTD | +25.0% | +11.4% | +13.7% | +19.4% |
| 1Y | +31.1% | +15.0% | +16.1% | +23.8% |
| 3Y | +8.7% | +9.0% | -0.3% | +0.8% |
| 5Y | +33.3% | +52.0% | -18.7% | +10.7% |
| 10Y | +55.3% | +150.9% | -95.7% | +13.4% |
| All | +1,097.2% | +8,152.1% | -7,054.9% | +291.4% |
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