+754.7%
DVN vs CPRT
+22,534.7%
-21,780.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +10.4% | -0.4% | +10.7% | +10.4% |
| 30D | -6.7% | +21.2% | -27.9% | -10.4% |
| 3M | +5.6% | +8.3% | -2.7% | +3.3% |
| 6M | +0.7% | -3.4% | +4.0% | +0.2% |
| YTD | +29.6% | -18.7% | +48.3% | +33.1% |
| 1Y | +36.3% | -23.5% | +59.8% | +41.6% |
| 3Y | +13.2% | -34.2% | +47.3% | +20.5% |
| 5Y | +38.6% | -18.2% | +56.8% | +40.0% |
| 10Y | +60.9% | +370.9% | -310.1% | +22.8% |
| All | +754.7% | +22,534.7% | -21,780.0% | +335.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling