+62.5%
DVN vs CL
+54.1%
+8.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -0.1% | -2.3% | +2.2% | +0.4% |
| 30D | +8.0% | -5.5% | +13.5% | +9.3% |
| 3M | +11.9% | +0.8% | +11.1% | +11.5% |
| 6M | +10.6% | -4.2% | +14.8% | +11.2% |
| YTD | +35.4% | +13.4% | +21.9% | +29.7% |
| 1Y | +46.5% | +7.1% | +39.4% | +42.4% |
| 3Y | +3.0% | +29.0% | -26.1% | -7.7% |
| 5Y | +120.5% | +28.3% | +92.2% | +94.4% |
| 10Y | +62.5% | +57.3% | +5.2% | +32.4% |
| All | +62.5% | +54.1% | +8.4% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling