+56.1%
DVN vs CSGP
+61.2%
-5.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.0% |
| 7D | +7.8% | -6.1% | +13.9% | +9.7% |
| 30D | -7.9% | +0.3% | -8.3% | -9.3% |
| 3M | +3.7% | -1.3% | +5.0% | +2.0% |
| 6M | +0.2% | -8.9% | +9.1% | +0.4% |
| YTD | +28.6% | -55.2% | +83.8% | +60.9% |
| 1Y | +34.6% | -56.4% | +91.0% | +69.9% |
| 3Y | +11.8% | -62.2% | +74.0% | +45.1% |
| 5Y | +37.6% | -63.7% | +101.2% | +76.4% |
| All | +56.1% | +61.2% | -5.1% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling