+9.2%
DVN vs CP
+35.8%
-26.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.6% |
| 7D | +1.9% | -0.7% | +2.6% | +2.1% |
| 30D | -8.2% | +9.6% | -17.8% | -11.1% |
| 3M | -0.3% | +2.2% | -2.6% | -1.3% |
| 6M | -2.5% | +11.1% | -13.6% | -6.8% |
| YTD | +25.0% | +28.2% | -3.1% | +10.8% |
| 1Y | +31.1% | +32.2% | -1.1% | +14.4% |
| All | +9.2% | +35.8% | -26.7% | -8.5% |
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