+1.7%
DVN vs CMS
+35.3%
-33.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.3% | +1.2% | -2.5% | -1.5% |
| 30D | +12.6% | -3.2% | +15.8% | +13.2% |
| 3M | +8.1% | -2.2% | +10.3% | +8.6% |
| 6M | +10.2% | -9.4% | +19.6% | +12.4% |
| YTD | +33.8% | +0.7% | +33.1% | +33.0% |
| 1Y | +43.9% | +0.4% | +43.5% | +42.8% |
| 3Y | +1.7% | +35.2% | -33.4% | -10.2% |
| All | +1.7% | +35.3% | -33.6% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling