+34.6%
DVN vs CSGP
-55.9%
+90.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.9% |
| 7D | +7.8% | -6.1% | +13.9% | +7.9% |
| 30D | -7.9% | +0.3% | -8.3% | -8.3% |
| 3M | +3.7% | -1.3% | +5.0% | +3.2% |
| 6M | +0.2% | -8.9% | +9.1% | +0.8% |
| YTD | +28.6% | -55.2% | +83.8% | +40.6% |
| 1Y | +34.6% | -56.4% | +91.0% | +47.1% |
| All | +34.6% | -55.9% | +90.5% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling