+177.6%
DVN vs CRL
+1,339.8%
-1,162.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.5% |
| 7D | -1.3% | -0.6% | -0.8% | -1.2% |
| 30D | +12.6% | +5.0% | +7.6% | +11.0% |
| 3M | +8.1% | +50.6% | -42.5% | -5.1% |
| 6M | +10.2% | +60.9% | -50.8% | -6.8% |
| YTD | +33.8% | +40.7% | -7.0% | +16.8% |
| 1Y | +43.9% | +73.3% | -29.4% | +16.9% |
| 3Y | +1.7% | +40.6% | -38.8% | -16.6% |
| 5Y | +119.6% | -37.0% | +156.6% | +123.5% |
| 10Y | +53.7% | +244.3% | -190.6% | -8.1% |
| All | +177.6% | +1,339.8% | -1,162.2% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling