+37.6%
DVN vs CNH
-16.3%
+53.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.2% | +7.0% | +4.3% |
| 7D | +7.8% | +6.4% | +1.4% | +5.0% |
| 30D | -7.9% | -1.6% | -6.3% | -7.9% |
| 3M | +3.7% | +11.6% | -7.8% | -2.1% |
| 6M | +0.2% | +12.5% | -12.3% | -7.5% |
| YTD | +28.6% | +31.1% | -2.5% | +7.8% |
| 1Y | +34.6% | +17.0% | +17.6% | +19.0% |
| 3Y | +11.8% | +28.7% | -16.9% | -10.2% |
| 5Y | +37.6% | -17.4% | +55.0% | +36.0% |
| All | +37.6% | -16.3% | +53.8% | +36.0% |
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