+0.7%
DVN vs CME
+12.5%
-11.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +10.4% | +3.9% | +6.4% | +9.6% |
| 30D | -6.7% | +11.3% | -18.0% | -8.7% |
| 3M | +5.6% | +19.6% | -13.9% | +1.3% |
| 6M | +0.7% | +8.1% | -7.4% | -1.8% |
| All | +0.7% | +12.5% | -11.8% | -1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling