+46.0%
DVN vs CRL
+80.5%
-34.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.6% |
| 7D | +4.5% | -3.5% | +8.1% | +4.2% |
| 30D | +12.0% | -2.1% | +14.1% | +11.8% |
| 3M | +13.4% | +48.0% | -34.6% | +17.5% |
| 6M | +12.1% | +64.7% | -52.6% | +17.2% |
| YTD | +38.8% | +39.5% | -0.7% | +44.8% |
| 1Y | +46.0% | +74.2% | -28.2% | +49.4% |
| All | +46.0% | +80.5% | -34.5% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling