+1,223.7%
DVN vs CMI
+19,388.4%
-18,164.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | +2.5% | +0.8% | +1.7% | +2.2% |
| 30D | +10.2% | -12.8% | +23.0% | +15.6% |
| 3M | +8.1% | -12.4% | +20.5% | +12.1% |
| 6M | +15.9% | -0.9% | +16.8% | +12.9% |
| YTD | +38.2% | +8.9% | +29.4% | +29.2% |
| 1Y | +44.5% | +37.7% | +6.8% | +23.0% |
| 3Y | +5.1% | +148.9% | -143.7% | -28.3% |
| 5Y | +124.3% | +164.4% | -40.0% | +49.8% |
| 10Y | +65.9% | +506.9% | -441.0% | -12.7% |
| All | +1,223.7% | +19,388.4% | -18,164.7% | +226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling