+120.5%
DVN vs CPRT
-8.8%
+129.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.6% |
| 7D | -0.1% | -0.4% | +0.3% | -0.1% |
| 30D | +8.0% | +8.2% | -0.3% | +5.6% |
| 3M | +11.9% | +2.3% | +9.6% | +10.7% |
| 6M | +10.6% | -14.7% | +25.4% | +15.3% |
| YTD | +35.4% | -18.2% | +53.6% | +42.5% |
| 1Y | +46.5% | -33.4% | +79.8% | +64.9% |
| 3Y | +3.0% | -28.3% | +31.3% | +12.0% |
| 5Y | +120.5% | -9.8% | +130.4% | +126.5% |
| All | +120.5% | -8.8% | +129.3% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling