+118.6%
DVN vs CRS
+1,363.4%
-1,244.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +4.5% | -6.8% | +11.3% | +6.3% |
| 30D | +12.0% | -16.1% | +28.1% | +16.7% |
| 3M | +13.4% | -21.2% | +34.6% | +19.3% |
| 6M | +12.1% | +8.7% | +3.4% | +6.1% |
| YTD | +38.8% | +41.0% | -2.1% | +20.2% |
| 1Y | +46.0% | +82.7% | -36.6% | +14.4% |
| 3Y | +9.5% | +604.8% | -595.3% | -49.7% |
| All | +118.6% | +1,363.4% | -1,244.8% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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