+39.0%
DVN vs CLX
-6.5%
+45.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.7% | -13.1% | -6.0% |
| 7D | -13.9% | +14.2% | -28.1% | -11.4% |
| 30D | -8.0% | +22.7% | -30.7% | -4.1% |
| 3M | +0.8% | -2.8% | +3.6% | +1.6% |
| 6M | -12.8% | +17.7% | -30.4% | -10.0% |
| YTD | +22.7% | +3.3% | +19.4% | +22.1% |
| 1Y | +39.0% | -5.6% | +44.6% | +42.5% |
| All | +39.0% | -6.5% | +45.5% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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