+1,131.3%
DVN vs CLF
+751.2%
+380.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.4% | +3.0% |
| 7D | +7.8% | +16.0% | -8.2% | +3.5% |
| 30D | -7.9% | +1.6% | -9.6% | -9.1% |
| 3M | +3.7% | +6.7% | -3.0% | +0.3% |
| 6M | +0.2% | +21.1% | -20.9% | -8.9% |
| YTD | +28.6% | -1.6% | +30.2% | +20.7% |
| 1Y | +34.6% | +18.5% | +16.1% | +19.5% |
| 3Y | +11.8% | -21.0% | +32.8% | +0.7% |
| 5Y | +37.6% | -41.4% | +78.9% | +28.2% |
| 10Y | +59.7% | +86.5% | -26.8% | -4.7% |
| All | +1,131.3% | +751.2% | +380.1% | +361.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling