+34.6%
DVN vs CP
+33.3%
+1.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +2.9% |
| 7D | +7.8% | +0.9% | +6.9% | +7.9% |
| 30D | -7.9% | +10.3% | -18.3% | -7.8% |
| 3M | +3.7% | +2.3% | +1.4% | +4.0% |
| 6M | +0.2% | +10.7% | -10.5% | 0.0% |
| YTD | +28.6% | +29.3% | -0.7% | +19.0% |
| 1Y | +34.6% | +31.5% | +3.2% | +24.1% |
| All | +34.6% | +33.3% | +1.4% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling