+13.2%
DVN vs CPRT
-34.3%
+47.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +10.4% | -0.4% | +10.7% | +10.4% |
| 30D | -6.7% | +21.2% | -27.9% | -9.3% |
| 3M | +5.6% | +8.3% | -2.7% | +4.0% |
| 6M | +0.7% | -3.4% | +4.0% | +1.4% |
| YTD | +29.6% | -18.7% | +48.3% | +36.4% |
| 1Y | +36.3% | -23.5% | +59.8% | +46.3% |
| 3Y | +13.2% | -34.2% | +47.3% | +30.2% |
| All | +13.2% | -34.3% | +47.5% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling