+119.6%
DVN vs CP
+34.0%
+85.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -1.3% | +2.4% | -3.8% | -2.5% |
| 30D | +12.6% | -0.5% | +13.1% | +12.7% |
| 3M | +8.1% | +1.4% | +6.7% | +6.9% |
| 6M | +10.2% | +10.3% | -0.2% | +3.0% |
| YTD | +33.8% | +24.3% | +9.5% | +16.5% |
| 1Y | +43.9% | +20.4% | +23.4% | +27.3% |
| 3Y | +1.7% | +21.8% | -20.0% | -13.5% |
| 5Y | +119.6% | +31.5% | +88.1% | +74.1% |
| All | +119.6% | +34.0% | +85.6% | +74.1% |
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 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