+1,196.2%
DVN vs CLX
+2,294.7%
-1,098.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.4% |
| 7D | -0.1% | -4.9% | +4.8% | +0.4% |
| 30D | +8.0% | -15.8% | +23.8% | +9.7% |
| 3M | +11.9% | -7.9% | +19.9% | +12.6% |
| 6M | +10.6% | -19.0% | +29.7% | +12.4% |
| YTD | +35.4% | -7.9% | +43.3% | +35.7% |
| 1Y | +46.5% | -25.4% | +71.8% | +50.1% |
| 3Y | +3.0% | -35.0% | +38.0% | +6.5% |
| 5Y | +120.5% | -36.8% | +157.3% | +126.7% |
| 10Y | +62.5% | -1.4% | +63.9% | +50.7% |
| All | +1,196.2% | +2,294.7% | -1,098.5% | +635.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling