+118.6%
DVN vs CLX
-38.5%
+157.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.4% |
| 7D | +4.5% | -5.7% | +10.2% | +4.6% |
| 30D | +12.0% | -17.0% | +29.0% | +12.3% |
| 3M | +13.4% | -9.7% | +23.1% | +13.5% |
| 6M | +12.1% | -19.8% | +31.9% | +13.5% |
| YTD | +38.8% | -9.8% | +48.7% | +39.2% |
| 1Y | +46.0% | -26.2% | +72.2% | +48.4% |
| 3Y | +9.5% | -36.2% | +45.7% | +12.0% |
| All | +118.6% | -38.5% | +157.2% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling