+120.5%
DVN vs CNH
+12.3%
+108.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.4% |
| 7D | -0.1% | +1.8% | -1.9% | -1.0% |
| 30D | +8.0% | +32.6% | -24.7% | -3.8% |
| 3M | +11.9% | +29.4% | -17.5% | -0.7% |
| 6M | +10.6% | +26.0% | -15.3% | -2.7% |
| YTD | +35.4% | +52.2% | -16.8% | +7.8% |
| 1Y | +46.5% | +23.9% | +22.6% | +28.6% |
| 3Y | +3.0% | +10.1% | -7.2% | -6.8% |
| 5Y | +120.5% | +13.2% | +107.4% | +75.2% |
| All | +120.5% | +12.3% | +108.2% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling