+66.6%
DVN vs CPB
-45.5%
+112.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +2.6% |
| 7D | +2.5% | -5.4% | +7.9% | +3.1% |
| 30D | +10.2% | -7.8% | +18.0% | +11.1% |
| 3M | +8.1% | -6.9% | +15.0% | +8.7% |
| 6M | +15.9% | -12.2% | +28.1% | +17.2% |
| YTD | +38.2% | -21.1% | +59.3% | +41.7% |
| 1Y | +44.5% | -33.5% | +78.0% | +51.2% |
| 3Y | +5.1% | -43.2% | +48.3% | +11.3% |
| 5Y | +124.3% | -40.9% | +165.2% | +135.3% |
| All | +66.6% | -45.5% | +112.0% | +85.9% |
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