+55.3%
DVN vs CL
+84.6%
-29.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | -8.2% | +9.5% | -17.7% | -10.2% |
| 3M | -0.3% | +6.8% | -7.1% | -2.1% |
| 6M | -2.5% | +14.3% | -16.8% | -6.0% |
| YTD | +25.0% | +27.0% | -2.0% | +16.5% |
| 1Y | +31.1% | +26.3% | +4.8% | +22.3% |
| 3Y | +8.7% | +39.3% | -30.5% | -4.0% |
| 5Y | +33.3% | +41.5% | -8.2% | +15.0% |
| 10Y | +55.3% | +84.1% | -28.8% | +22.9% |
| All | +55.3% | +84.6% | -29.3% | +22.9% |
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