+1,229.2%
DVN vs CRH
+6,046.1%
-4,816.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +4.5% | -6.1% | +10.6% | +6.5% |
| 30D | +12.0% | -9.3% | +21.2% | +15.1% |
| 3M | +13.4% | -15.2% | +28.6% | +18.3% |
| 6M | +12.1% | -14.2% | +26.3% | +15.0% |
| YTD | +38.8% | -28.3% | +67.1% | +50.0% |
| 1Y | +46.0% | -21.8% | +67.8% | +52.7% |
| 3Y | +9.5% | +71.6% | -62.1% | -12.5% |
| 5Y | +125.3% | +96.6% | +28.6% | +70.3% |
| 10Y | +66.6% | +253.8% | -187.2% | +9.7% |
| All | +1,229.2% | +6,046.1% | -4,816.8% | +562.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling