+57.3%
DVN vs CNP
+146.5%
-89.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | +10.4% | +1.3% | +9.0% | +9.6% |
| 30D | -6.7% | +3.8% | -10.5% | -8.6% |
| 3M | +5.6% | +2.4% | +3.3% | +4.0% |
| 6M | +0.7% | -1.2% | +1.9% | +0.6% |
| YTD | +29.6% | +9.3% | +20.3% | +22.4% |
| 1Y | +36.3% | +6.4% | +29.9% | +30.5% |
| 3Y | +13.2% | +66.4% | -53.2% | -18.3% |
| 5Y | +38.6% | +75.7% | -37.1% | -4.3% |
| All | +57.3% | +146.5% | -89.2% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling