+67.3%
DVN vs CME
+282.4%
-215.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +4.5% | -1.6% | +6.1% | +5.3% |
| 30D | +12.0% | +5.6% | +6.4% | +8.9% |
| 3M | +13.4% | +5.6% | +7.8% | +10.0% |
| 6M | +12.1% | -8.3% | +20.4% | +16.0% |
| YTD | +38.8% | +4.3% | +34.5% | +34.6% |
| 1Y | +46.0% | +9.1% | +36.9% | +38.2% |
| 3Y | +9.5% | +52.1% | -42.6% | -16.4% |
| 5Y | +125.3% | +79.7% | +45.6% | +52.0% |
| All | +67.3% | +282.4% | -215.1% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling