+118.6%
DVN vs CPNG
-49.8%
+168.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.6% | 0.0% |
| 7D | +4.5% | -1.1% | +5.6% | +4.6% |
| 30D | +12.0% | -7.4% | +19.3% | +12.9% |
| 3M | +13.4% | -12.3% | +25.7% | +14.8% |
| 6M | +12.1% | -19.4% | +31.6% | +14.2% |
| YTD | +38.8% | -35.9% | +74.7% | +45.9% |
| 1Y | +46.0% | -53.4% | +99.4% | +61.3% |
| 3Y | +9.5% | -20.0% | +29.5% | +8.6% |
| All | +118.6% | -49.8% | +168.4% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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