+67.3%
DVN vs CNP
+137.0%
-69.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.5% | -1.4% | +5.9% | +5.3% |
| 30D | +12.0% | -2.9% | +14.9% | +13.6% |
| 3M | +13.4% | -7.5% | +20.9% | +18.0% |
| 6M | +12.1% | -7.9% | +20.0% | +16.5% |
| YTD | +38.8% | +3.7% | +35.1% | +35.0% |
| 1Y | +46.0% | +4.6% | +41.4% | +41.1% |
| 3Y | +9.5% | +49.1% | -39.6% | -15.7% |
| 5Y | +125.3% | +69.2% | +56.0% | +58.7% |
| All | +67.3% | +137.0% | -69.7% | +5.9% |
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