+38.6%
DVN vs CPB
-32.6%
+71.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.4% |
| 7D | +1.5% | -8.6% | +10.1% | +1.8% |
| 30D | +14.2% | -7.2% | +21.4% | +14.5% |
| 3M | +5.2% | +0.9% | +4.4% | +4.9% |
| 6M | +11.9% | -11.8% | +23.7% | +13.9% |
| YTD | +32.8% | -19.4% | +52.2% | +37.5% |
| 1Y | +38.6% | -30.4% | +69.0% | +45.8% |
| All | +38.6% | -32.6% | +71.2% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling