+233.3%
DVN vs CME
+7,387.0%
-7,153.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.1% |
| 7D | -1.3% | -2.9% | +1.5% | -0.3% |
| 30D | +12.6% | +5.5% | +7.1% | +10.4% |
| 3M | +8.1% | +11.0% | -2.8% | +3.9% |
| 6M | +10.2% | -9.7% | +19.9% | +13.6% |
| YTD | +33.8% | +4.9% | +28.9% | +30.6% |
| 1Y | +43.9% | +10.1% | +33.8% | +38.0% |
| 3Y | +1.7% | +53.5% | -51.8% | -15.2% |
| 5Y | +119.6% | +77.2% | +42.4% | +72.3% |
| 10Y | +53.7% | +282.1% | -228.4% | -6.4% |
| All | +233.3% | +7,387.0% | -7,153.7% | +28.9% |
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