+124.3%
DVN vs CNP
+66.3%
+58.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.8% | +2.7% |
| 7D | +2.5% | -2.2% | +4.7% | +3.3% |
| 30D | +10.2% | -2.1% | +12.2% | +10.9% |
| 3M | +8.1% | -7.9% | +16.0% | +11.2% |
| 6M | +15.9% | -8.3% | +24.2% | +19.2% |
| YTD | +38.2% | +3.8% | +34.5% | +35.5% |
| 1Y | +44.5% | +5.9% | +38.6% | +40.3% |
| 3Y | +5.1% | +49.3% | -44.1% | -13.9% |
| 5Y | +124.3% | +69.3% | +55.0% | +78.9% |
| All | +124.3% | +66.3% | +58.0% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling