+1,097.2%
DVN vs CP
+7,870.8%
-6,773.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.6% |
| 3M | -0.3% | +2.2% | -2.6% | -2.0% |
| 6M | -2.5% | +11.1% | -13.6% | -8.6% |
| YTD | +25.0% | +28.2% | -3.1% | +8.2% |
| 1Y | +31.1% | +32.2% | -1.1% | +11.7% |
| 3Y | +8.7% | +35.5% | -26.8% | -10.0% |
| 5Y | +33.3% | +26.8% | +6.5% | +13.3% |
| 10Y | +55.3% | +256.9% | -201.7% | -12.9% |
| All | +1,097.2% | +7,870.8% | -6,773.6% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling