+119.6%
DVN vs CMS
+26.5%
+93.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.3% | +1.2% | -2.5% | -1.6% |
| 30D | +12.6% | -3.2% | +15.8% | +13.3% |
| 3M | +8.1% | -2.2% | +10.3% | +8.6% |
| 6M | +10.2% | -9.4% | +19.6% | +12.2% |
| YTD | +33.8% | +0.7% | +33.1% | +33.2% |
| 1Y | +43.9% | +0.4% | +43.5% | +43.1% |
| 3Y | +1.7% | +35.2% | -33.4% | -6.0% |
| 5Y | +119.6% | +24.1% | +95.5% | +103.4% |
| All | +119.6% | +26.5% | +93.1% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling