+1,196.2%
DVN vs CRS
+9,806.3%
-8,610.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +8.0% | -18.1% | +26.1% | +16.5% |
| 3M | +11.9% | -12.4% | +24.4% | +16.0% |
| 6M | +10.6% | +15.9% | -5.3% | -0.3% |
| YTD | +35.4% | +45.8% | -10.5% | +9.7% |
| 1Y | +46.5% | +87.8% | -41.3% | +4.8% |
| 3Y | +3.0% | +648.7% | -645.8% | -62.0% |
| 5Y | +120.5% | +1,416.6% | -1,296.1% | -43.1% |
| 10Y | +62.5% | +1,412.7% | -1,350.2% | -59.5% |
| All | +1,196.2% | +9,806.3% | -8,610.1% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling