+66.6%
DVN vs CP
+230.5%
-164.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +3.2% |
| 7D | +2.5% | -2.7% | +5.2% | +4.7% |
| 30D | +10.2% | -3.4% | +13.5% | +12.8% |
| 3M | +8.1% | -0.6% | +8.7% | +7.7% |
| 6M | +15.9% | +6.3% | +9.6% | +7.2% |
| YTD | +38.2% | +21.2% | +17.1% | +13.9% |
| 1Y | +44.5% | +20.0% | +24.5% | +19.5% |
| 3Y | +5.1% | +18.7% | -13.6% | -16.6% |
| 5Y | +124.3% | +34.8% | +89.6% | +49.8% |
| All | +66.6% | +230.5% | -164.0% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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