+1,171.8%
DVN vs CLF
+714.0%
+457.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.0% |
| 7D | +1.5% | +7.6% | -6.1% | -0.6% |
| 30D | +14.2% | -1.2% | +15.4% | +14.1% |
| 3M | +5.2% | -13.4% | +18.6% | +7.1% |
| 6M | +11.9% | +15.4% | -3.5% | +3.0% |
| YTD | +32.8% | -5.9% | +38.7% | +27.9% |
| 1Y | +38.6% | +18.8% | +19.8% | +21.1% |
| 3Y | +0.5% | -19.4% | +19.9% | -9.3% |
| 5Y | +111.0% | -47.7% | +158.8% | +104.8% |
| 10Y | +56.1% | +130.4% | -74.2% | -11.5% |
| All | +1,171.8% | +714.0% | +457.8% | +388.4% |
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 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