+57.3%
DVN vs CPB
-38.9%
+96.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.5% |
| 7D | +10.4% | -1.6% | +11.9% | +10.5% |
| 30D | -6.7% | +19.2% | -25.9% | -8.6% |
| 3M | +5.6% | -0.9% | +6.6% | +5.5% |
| 6M | +0.7% | +15.2% | -14.6% | -1.4% |
| YTD | +29.6% | -13.1% | +42.6% | +31.2% |
| 1Y | +36.3% | -22.4% | +58.7% | +40.0% |
| 3Y | +13.2% | -35.3% | +48.5% | +17.9% |
| 5Y | +38.6% | -33.0% | +71.6% | +43.1% |
| All | +57.3% | -38.9% | +96.2% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling