+120.5%
DVN vs CPB
-38.1%
+158.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -0.1% | -8.0% | +7.9% | +0.9% |
| 30D | +8.0% | -2.4% | +10.4% | +8.2% |
| 3M | +11.9% | +0.5% | +11.4% | +11.5% |
| 6M | +10.6% | -10.5% | +21.1% | +12.1% |
| YTD | +35.4% | -17.5% | +52.9% | +39.0% |
| 1Y | +46.5% | -31.0% | +77.5% | +54.6% |
| 3Y | +3.0% | -40.6% | +43.6% | +9.7% |
| 5Y | +120.5% | -37.7% | +158.2% | +126.8% |
| All | +120.5% | -38.1% | +158.6% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling