+1,140.6%
DVN vs CNP
+1,900.2%
-759.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +10.4% | +1.3% | +9.0% | +9.9% |
| 30D | -6.7% | +3.8% | -10.5% | -7.8% |
| 3M | +5.6% | +2.4% | +3.3% | +4.7% |
| 6M | +0.7% | -1.2% | +1.9% | +0.7% |
| YTD | +29.6% | +9.3% | +20.3% | +25.7% |
| 1Y | +36.3% | +6.4% | +29.9% | +33.2% |
| 3Y | +13.2% | +66.4% | -53.2% | -4.6% |
| 5Y | +38.6% | +75.7% | -37.1% | +14.7% |
| 10Y | +60.9% | +145.1% | -84.3% | +21.0% |
| All | +1,140.6% | +1,900.2% | -759.5% | +597.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling