+25.9%
DVN vs CNH
+64.7%
-38.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -3.7% |
| 7D | +1.5% | +23.3% | -21.8% | -10.0% |
| 30D | +14.2% | +33.5% | -19.3% | -3.7% |
| 3M | +5.2% | +32.7% | -27.5% | -12.6% |
| 6M | +11.9% | +22.2% | -10.3% | -5.7% |
| YTD | +32.8% | +57.7% | -24.9% | -4.4% |
| 1Y | +38.6% | +28.0% | +10.6% | +12.0% |
| 3Y | +0.5% | +11.5% | -11.0% | -15.9% |
| 5Y | +111.0% | +11.9% | +99.2% | +69.1% |
| 10Y | +56.1% | +162.8% | -106.7% | -26.1% |
| All | +25.9% | +64.7% | -38.7% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling