+67.3%
DVN vs CNH
+158.6%
-91.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | +4.5% | -5.7% | +10.2% | +7.8% |
| 30D | +12.0% | +26.6% | -14.6% | -3.5% |
| 3M | +13.4% | +31.1% | -17.7% | -6.0% |
| 6M | +12.1% | +24.9% | -12.8% | -7.9% |
| YTD | +38.8% | +48.7% | -9.9% | +1.3% |
| 1Y | +46.0% | +22.2% | +23.8% | +19.6% |
| 3Y | +9.5% | +7.4% | +2.1% | -7.8% |
| 5Y | +125.3% | +10.8% | +114.4% | +75.4% |
| All | +67.3% | +158.6% | -91.3% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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