+1.7%
DVN vs CPRT
-27.3%
+29.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.3% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | +12.6% | +9.9% | +2.7% | +10.5% |
| 3M | +8.1% | +5.6% | +2.5% | +6.9% |
| 6M | +10.2% | -13.6% | +23.8% | +14.5% |
| YTD | +33.8% | -16.7% | +50.5% | +40.1% |
| 1Y | +43.9% | -33.1% | +77.0% | +61.8% |
| 3Y | +1.7% | -27.1% | +28.8% | +12.0% |
| All | +1.7% | -27.3% | +29.1% | +12.0% |
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