+39.0%
DVN vs CL
+33.4%
+5.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.3% | -10.6% | -6.8% |
| 7D | -13.9% | +7.7% | -21.7% | -12.9% |
| 30D | -8.0% | +15.2% | -23.3% | -6.4% |
| 3M | +0.8% | +7.3% | -6.5% | +2.0% |
| 6M | -12.8% | +17.0% | -29.8% | -11.1% |
| YTD | +22.7% | +28.0% | -5.3% | +15.4% |
| 1Y | +39.0% | +32.1% | +6.9% | +29.4% |
| All | +39.0% | +33.4% | +5.6% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling