+160.8%
DVN vs CPNG
-76.8%
+237.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -0.1% | -7.6% | +7.5% | +0.8% |
| 30D | +8.0% | -8.8% | +16.8% | +9.1% |
| 3M | +11.9% | -7.2% | +19.2% | +12.1% |
| 6M | +10.6% | -21.5% | +32.2% | +12.9% |
| YTD | +35.4% | -37.4% | +72.8% | +42.1% |
| 1Y | +46.5% | -54.3% | +100.8% | +60.6% |
| 3Y | +3.0% | -20.3% | +23.3% | +2.4% |
| 5Y | +120.5% | -51.2% | +171.7% | +114.2% |
| All | +160.8% | -76.8% | +237.5% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling