+13.2%
DVN vs CLF
-22.9%
+36.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.2% |
| 7D | +10.4% | +10.4% | 0.0% | +8.9% |
| 30D | -6.7% | +0.6% | -7.2% | -7.0% |
| 3M | +5.6% | +4.1% | +1.5% | +4.5% |
| 6M | +0.7% | +15.1% | -14.4% | -3.1% |
| YTD | +29.6% | -4.7% | +34.3% | +27.5% |
| 1Y | +36.3% | +20.4% | +16.0% | +28.0% |
| 3Y | +13.2% | -23.4% | +36.5% | +2.7% |
| All | +13.2% | -22.9% | +36.1% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling