+222.8%
DVN vs CME
+8,496.5%
-8,273.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | +10.4% | +3.9% | +6.4% | +8.9% |
| 30D | -6.7% | +11.3% | -18.0% | -10.3% |
| 3M | +5.6% | +19.6% | -13.9% | -1.1% |
| 6M | +0.7% | +8.1% | -7.4% | -2.7% |
| YTD | +29.6% | +20.4% | +9.2% | +20.3% |
| 1Y | +36.3% | +16.5% | +19.8% | +28.0% |
| 3Y | +13.2% | +66.4% | -53.3% | -8.3% |
| 5Y | +38.6% | +74.5% | -35.9% | +9.3% |
| 10Y | +60.9% | +308.5% | -247.6% | -4.7% |
| All | +222.8% | +8,496.5% | -8,273.7% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling