+1,029.3%
DVN vs CL
+5,414.7%
-4,385.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.1% |
| 7D | -12.8% | +0.5% | -13.3% | -13.0% |
| 30D | -12.1% | +11.6% | -23.7% | -14.5% |
| 3M | -0.7% | +5.6% | -6.3% | -2.3% |
| 6M | -5.8% | +13.2% | -18.9% | -8.9% |
| YTD | +17.9% | +26.9% | -9.0% | +10.5% |
| 1Y | +29.0% | +27.3% | +1.7% | +20.8% |
| 3Y | +6.0% | +39.7% | -33.7% | -4.2% |
| 5Y | +22.1% | +41.3% | -19.2% | +9.1% |
| 10Y | +40.5% | +76.3% | -35.8% | +18.0% |
| All | +1,029.3% | +5,414.7% | -4,385.4% | +502.6% |
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