+44.5%
DVN vs CLF
+8.7%
+35.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.1% |
| 7D | +2.5% | -3.7% | +6.2% | +2.5% |
| 30D | +10.2% | -4.7% | +14.8% | +10.2% |
| 3M | +8.1% | -4.7% | +12.8% | +8.0% |
| 6M | +15.9% | +24.0% | -8.1% | +14.5% |
| YTD | +38.2% | -10.9% | +49.2% | +40.3% |
| 1Y | +44.5% | +4.0% | +40.4% | +50.1% |
| All | +44.5% | +8.7% | +35.7% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling