+124.3%
DVN vs CRL
-38.6%
+162.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.5% |
| 7D | +2.5% | -6.9% | +9.5% | +3.9% |
| 30D | +10.2% | -3.2% | +13.4% | +10.7% |
| 3M | +8.1% | +46.5% | -38.4% | -0.3% |
| 6M | +15.9% | +63.1% | -47.2% | +3.2% |
| YTD | +38.2% | +36.9% | +1.4% | +27.5% |
| 1Y | +44.5% | +78.1% | -33.6% | +23.9% |
| 3Y | +5.1% | +36.7% | -31.5% | -9.2% |
| 5Y | +124.3% | -38.1% | +162.4% | +110.2% |
| All | +124.3% | -38.6% | +162.9% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling