+15.9%
DVN vs CNC
+54.2%
-38.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +2.0% |
| 7D | +2.5% | -3.9% | +6.4% | +2.7% |
| 30D | +10.2% | +0.8% | +9.4% | +10.1% |
| 3M | +8.1% | +0.1% | +8.0% | +7.8% |
| 6M | +15.9% | +79.7% | -63.8% | +13.4% |
| All | +15.9% | +54.2% | -38.3% | +13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling