+63.1%
DVN vs CLF
+133.8%
-70.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.7% |
| 7D | -0.1% | -2.7% | +2.6% | +0.7% |
| 30D | +8.0% | -3.2% | +11.2% | +8.6% |
| 3M | +11.9% | -5.0% | +16.9% | +11.0% |
| 6M | +10.6% | +26.6% | -16.0% | -2.7% |
| YTD | +35.4% | -9.0% | +44.3% | +30.7% |
| 1Y | +46.5% | +11.8% | +34.6% | +26.4% |
| 3Y | +3.0% | -15.1% | +18.1% | -12.1% |
| 5Y | +120.5% | -48.2% | +168.7% | +110.3% |
| All | +63.1% | +133.8% | -70.7% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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