+6.8%
DVN vs CME
+52.6%
-45.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.2% |
| 7D | -0.1% | -0.6% | +0.5% | -0.1% |
| 30D | +8.0% | +4.7% | +3.3% | +7.8% |
| 3M | +11.9% | +7.8% | +4.1% | +11.5% |
| 6M | +10.6% | -11.0% | +21.6% | +10.0% |
| YTD | +35.4% | +4.0% | +31.4% | +36.2% |
| 1Y | +46.5% | +9.1% | +37.4% | +48.5% |
| All | +6.8% | +52.6% | -45.8% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling