+776.2%
DVN vs CPRT
+23,878.7%
-23,102.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +1.5% | +2.2% | -0.7% | +1.0% |
| 30D | +14.2% | +16.6% | -2.5% | +10.7% |
| 3M | +5.2% | +9.6% | -4.3% | +2.9% |
| 6M | +11.9% | -11.1% | +23.0% | +13.7% |
| YTD | +32.8% | -13.9% | +46.7% | +35.6% |
| 1Y | +38.6% | -32.5% | +71.1% | +48.3% |
| 3Y | +0.5% | -25.0% | +25.6% | +4.8% |
| 5Y | +111.0% | -7.4% | +118.4% | +109.2% |
| 10Y | +56.1% | +422.0% | -365.9% | +17.7% |
| All | +776.2% | +23,878.7% | -23,102.5% | +344.1% |
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