+6.8%
DVN vs CP
+19.7%
-12.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | +8.0% | -0.5% | +8.5% | +8.0% |
| 3M | +11.9% | +0.1% | +11.9% | +11.5% |
| 6M | +10.6% | +7.8% | +2.8% | +6.3% |
| YTD | +35.4% | +22.9% | +12.5% | +21.9% |
| 1Y | +46.5% | +21.3% | +25.2% | +32.4% |
| All | +6.8% | +19.7% | -12.9% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling