+67.3%
DVN vs CPRT
+380.0%
-312.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.6% |
| 7D | +4.5% | -11.2% | +15.7% | +10.2% |
| 30D | +12.0% | +3.3% | +8.7% | +9.6% |
| 3M | +13.4% | -3.6% | +17.0% | +13.5% |
| 6M | +12.1% | -15.8% | +27.9% | +19.1% |
| YTD | +38.8% | -23.5% | +62.3% | +54.0% |
| 1Y | +46.0% | -38.8% | +84.8% | +81.3% |
| 3Y | +9.5% | -33.4% | +42.9% | +26.0% |
| 5Y | +125.3% | -16.4% | +141.6% | +119.7% |
| All | +67.3% | +380.0% | -312.7% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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