+376.1%
DVN vs CNI
+6,457.9%
-6,081.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.5% |
| 7D | +2.5% | -1.1% | +3.6% | +3.2% |
| 30D | +10.2% | -3.5% | +13.7% | +12.4% |
| 3M | +8.1% | +2.2% | +5.9% | +6.3% |
| 6M | +15.9% | +15.1% | +0.8% | +4.7% |
| YTD | +38.2% | +24.7% | +13.6% | +18.7% |
| 1Y | +44.5% | +33.4% | +11.1% | +18.7% |
| 3Y | +5.1% | +19.5% | -14.4% | -9.0% |
| 5Y | +124.3% | +12.6% | +111.8% | +101.1% |
| 10Y | +65.9% | +134.7% | -68.8% | +4.9% |
| All | +376.1% | +6,457.9% | -6,081.7% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling