+67.3%
DVN vs CMS
+118.9%
-51.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +4.5% | -1.9% | +6.4% | +4.9% |
| 30D | +12.0% | -4.1% | +16.1% | +12.8% |
| 3M | +13.4% | -7.1% | +20.5% | +14.9% |
| 6M | +12.1% | -10.1% | +22.2% | +14.2% |
| YTD | +38.8% | -1.7% | +40.5% | +38.9% |
| 1Y | +46.0% | -3.4% | +49.4% | +46.5% |
| 3Y | +9.5% | +31.6% | -22.1% | +2.8% |
| 5Y | +125.3% | +23.3% | +102.0% | +113.1% |
| All | +67.3% | +118.9% | -51.6% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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