+124.3%
DVN vs CME
+76.3%
+48.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.4% | +2.2% |
| 7D | +2.5% | -2.4% | +4.9% | +3.1% |
| 30D | +10.2% | +6.2% | +4.0% | +8.7% |
| 3M | +8.1% | +4.4% | +3.7% | +7.0% |
| 6M | +15.9% | -9.6% | +25.5% | +18.2% |
| YTD | +38.2% | +3.8% | +34.5% | +36.9% |
| 1Y | +44.5% | +9.5% | +34.9% | +41.5% |
| 3Y | +5.1% | +51.9% | -46.8% | -9.4% |
| 5Y | +124.3% | +78.7% | +45.6% | +63.4% |
| All | +124.3% | +76.3% | +48.1% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling