+44.5%
DVN vs CPRT
-35.8%
+80.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.1% | +2.0% |
| 7D | +2.5% | -8.4% | +10.9% | +2.2% |
| 30D | +10.2% | +4.6% | +5.6% | +10.4% |
| 3M | +8.1% | -1.9% | +10.0% | +8.6% |
| 6M | +15.9% | -15.3% | +31.2% | +17.4% |
| YTD | +38.2% | -21.5% | +59.7% | +41.1% |
| 1Y | +44.5% | -36.6% | +81.1% | +47.6% |
| All | +44.5% | -35.8% | +80.3% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling