+325.7%
DVN vs CSGP
+3,263.3%
-2,937.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +1.9% | -7.1% | +9.0% | +3.2% |
| 30D | -8.2% | +3.6% | -11.8% | -9.4% |
| 3M | -0.3% | -2.7% | +2.4% | -0.9% |
| 6M | -2.5% | -8.0% | +5.6% | -2.5% |
| YTD | +25.0% | -55.0% | +80.0% | +40.8% |
| 1Y | +31.1% | -55.8% | +86.9% | +48.0% |
| 3Y | +8.7% | -62.0% | +70.7% | +25.2% |
| 5Y | +33.3% | -62.9% | +96.2% | +51.5% |
| 10Y | +55.3% | +62.6% | -7.4% | +40.8% |
| All | +325.7% | +3,263.3% | -2,937.6% | +191.9% |
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