+9.0%
DVN vs CPB
-43.2%
+52.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.0% |
| 3M | +8.1% | -6.9% | +15.0% | +8.7% |
| 6M | +15.9% | -12.2% | +28.1% | +17.4% |
| YTD | +38.2% | -21.1% | +59.3% | +42.6% |
| 1Y | +44.5% | -33.5% | +78.0% | +53.0% |
| All | +9.0% | -43.2% | +52.2% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling