+33.3%
DVN vs CP
+25.9%
+7.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.6% |
| 7D | +1.9% | -0.7% | +2.6% | +2.2% |
| 30D | -8.2% | +9.6% | -17.8% | -12.4% |
| 3M | -0.3% | +2.2% | -2.6% | -1.9% |
| 6M | -2.5% | +11.1% | -13.6% | -8.5% |
| YTD | +25.0% | +28.2% | -3.1% | +7.2% |
| 1Y | +31.1% | +32.2% | -1.1% | +10.4% |
| 3Y | +8.7% | +35.5% | -26.8% | -13.2% |
| 5Y | +33.3% | +26.8% | +6.5% | +10.9% |
| All | +33.3% | +25.9% | +7.4% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling