+9.5%
DVN vs CNI
+19.7%
-10.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +4.5% | -0.4% | +4.9% | +4.6% |
| 30D | +12.0% | -2.7% | +14.7% | +13.0% |
| 3M | +13.4% | +3.9% | +9.5% | +11.5% |
| 6M | +12.1% | +16.4% | -4.2% | +4.1% |
| YTD | +38.8% | +25.8% | +13.0% | +23.4% |
| 1Y | +46.0% | +32.4% | +13.6% | +26.1% |
| 3Y | +9.5% | +19.1% | -9.6% | -4.5% |
| All | +9.5% | +19.7% | -10.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling