+67.3%
DVN vs CRH
+253.3%
-186.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | +4.5% | -6.1% | +10.6% | +8.2% |
| 30D | +12.0% | -9.3% | +21.2% | +17.9% |
| 3M | +13.4% | -15.2% | +28.6% | +22.6% |
| 6M | +12.1% | -14.2% | +26.3% | +16.8% |
| YTD | +38.8% | -28.3% | +67.1% | +60.5% |
| 1Y | +46.0% | -21.8% | +67.8% | +57.2% |
| 3Y | +9.5% | +71.6% | -62.1% | -38.5% |
| 5Y | +125.3% | +96.6% | +28.6% | +8.1% |
| All | +67.3% | +253.3% | -186.0% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling