+9.0%
DVN vs CLX
-35.7%
+44.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.1% | +2.1% |
| 7D | +2.5% | -5.9% | +8.4% | +2.4% |
| 30D | +10.2% | -17.0% | +27.2% | +10.0% |
| 3M | +8.1% | -9.6% | +17.7% | +8.1% |
| 6M | +15.9% | -21.5% | +37.4% | +18.6% |
| YTD | +38.2% | -8.8% | +47.1% | +38.5% |
| 1Y | +44.5% | -24.7% | +69.1% | +47.7% |
| All | +9.0% | -35.7% | +44.8% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling