+67.3%
DVN vs CMI
+516.5%
-449.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.4% |
| 7D | +4.5% | -0.7% | +5.2% | +5.0% |
| 30D | +12.0% | -12.4% | +24.4% | +21.8% |
| 3M | +13.4% | -14.8% | +28.2% | +23.2% |
| 6M | +12.1% | +0.8% | +11.3% | +3.5% |
| YTD | +38.8% | +10.2% | +28.6% | +17.2% |
| 1Y | +46.0% | +37.4% | +8.6% | +1.7% |
| 3Y | +9.5% | +153.3% | -143.8% | -55.5% |
| 5Y | +125.3% | +167.6% | -42.3% | -15.0% |
| All | +67.3% | +516.5% | -449.2% | -70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling