+299.8%
DVN vs CSGP
+3,294.4%
-2,994.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -0.7% |
| 7D | -19.1% | +1.3% | -20.3% | -19.4% |
| 30D | -11.8% | +10.7% | -22.5% | -14.0% |
| 3M | -1.5% | +3.3% | -4.7% | -3.0% |
| 6M | -8.2% | -10.3% | +2.1% | -7.8% |
| YTD | +17.4% | -54.6% | +72.0% | +32.0% |
| 1Y | +33.5% | -54.6% | +88.1% | +50.1% |
| 3Y | -0.3% | -60.3% | +60.0% | +14.0% |
| 5Y | +22.7% | -63.3% | +86.0% | +39.7% |
| 10Y | +51.8% | +66.5% | -14.7% | +37.2% |
| All | +299.8% | +3,294.4% | -2,994.7% | +173.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling