+1,131.3%
DVN vs CP
+7,941.4%
-6,810.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +2.4% |
| 7D | +7.8% | +0.9% | +6.9% | +7.3% |
| 30D | -7.9% | +10.3% | -18.3% | -12.6% |
| 3M | +3.7% | +2.3% | +1.4% | +1.9% |
| 6M | +0.2% | +10.7% | -10.5% | -5.9% |
| YTD | +28.6% | +29.3% | -0.7% | +10.8% |
| 1Y | +34.6% | +31.5% | +3.2% | +15.0% |
| 3Y | +11.8% | +36.7% | -24.9% | -7.8% |
| 5Y | +37.6% | +26.8% | +10.8% | +16.9% |
| 10Y | +59.7% | +260.1% | -200.4% | -10.8% |
| All | +1,131.3% | +7,941.4% | -6,810.1% | +222.9% |
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 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