+1.7%
DVN vs CLF
-14.9%
+16.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | -1.3% | +6.5% | -7.8% | -2.2% |
| 30D | +12.6% | +0.2% | +12.4% | +12.4% |
| 3M | +8.1% | -3.1% | +11.2% | +7.7% |
| 6M | +10.2% | +25.0% | -14.9% | +4.1% |
| YTD | +33.8% | -7.5% | +41.2% | +32.6% |
| 1Y | +43.9% | +11.5% | +32.4% | +34.1% |
| 3Y | +1.7% | -13.7% | +15.4% | -10.3% |
| All | +1.7% | -14.9% | +16.6% | -10.3% |
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