+1,171.8%
DVN vs CL
+4,870.0%
-3,698.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | +1.5% | -2.2% | +3.7% | +2.0% |
| 30D | +14.2% | -4.8% | +19.0% | +15.4% |
| 3M | +5.2% | +4.9% | +0.3% | +3.8% |
| 6M | +11.9% | -5.7% | +17.6% | +12.7% |
| YTD | +32.8% | +14.4% | +18.4% | +27.7% |
| 1Y | +38.6% | +8.7% | +29.8% | +34.7% |
| 3Y | +0.5% | +30.0% | -29.5% | -7.5% |
| 5Y | +111.0% | +28.4% | +82.7% | +93.1% |
| 10Y | +56.1% | +50.1% | +6.0% | +36.3% |
| All | +1,171.8% | +4,870.0% | -3,698.1% | +596.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling