+9.5%
DVN vs CNC
+1.2%
+8.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.4% |
| 7D | +4.5% | -0.9% | +5.4% | +4.5% |
| 30D | +12.0% | -1.0% | +12.9% | +12.0% |
| 3M | +13.4% | +4.5% | +8.9% | +13.3% |
| 6M | +12.1% | +85.2% | -73.1% | +11.3% |
| YTD | +38.8% | +61.4% | -22.6% | +37.8% |
| 1Y | +46.0% | +94.9% | -48.9% | +44.8% |
| 3Y | +9.5% | 0.0% | +9.5% | +11.4% |
| All | +9.5% | +1.2% | +8.3% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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