+56.4%
DVN vs CSGP
+44.3%
+12.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.7% |
| 7D | +1.5% | -4.1% | +5.6% | +2.8% |
| 30D | +14.2% | +2.3% | +11.9% | +12.7% |
| 3M | +5.2% | -8.2% | +13.4% | +6.9% |
| 6M | +11.9% | -35.1% | +46.9% | +26.8% |
| YTD | +32.8% | -54.0% | +86.9% | +67.5% |
| 1Y | +38.6% | -65.3% | +103.9% | +92.6% |
| 3Y | +0.5% | -62.6% | +63.1% | +32.8% |
| 5Y | +111.0% | -64.8% | +175.9% | +178.8% |
| All | +56.4% | +44.3% | +12.1% | +45.3% |
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