+38.6%
DVN vs CMI
+45.0%
-6.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.2% |
| 7D | +1.5% | -0.7% | +2.2% | +1.4% |
| 30D | +14.2% | -13.4% | +27.6% | +12.3% |
| 3M | +5.2% | -17.0% | +22.2% | +3.7% |
| 6M | +11.9% | -1.6% | +13.5% | +11.2% |
| YTD | +32.8% | +11.0% | +21.8% | +29.7% |
| 1Y | +38.6% | +41.9% | -3.3% | +31.2% |
| All | +38.6% | +45.0% | -6.4% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling