+56.1%
DVN vs CP
+259.0%
-202.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +2.2% |
| 7D | +7.8% | +0.9% | +6.9% | +7.1% |
| 30D | -7.9% | +10.3% | -18.3% | -15.4% |
| 3M | +3.7% | +2.3% | +1.4% | +0.8% |
| 6M | +0.2% | +10.7% | -10.5% | -9.6% |
| YTD | +28.6% | +29.3% | -0.7% | 0.0% |
| 1Y | +34.6% | +31.5% | +3.2% | +3.1% |
| 3Y | +11.8% | +36.7% | -24.9% | -21.7% |
| 5Y | +37.6% | +26.8% | +10.8% | -1.1% |
| All | +56.1% | +259.0% | -202.9% | -55.2% |
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