+9.0%
DVN vs CTAS
+64.7%
-55.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | +2.5% | -1.3% | +3.8% | +2.8% |
| 30D | +10.2% | -3.1% | +13.3% | +10.9% |
| 3M | +8.1% | +10.3% | -2.2% | +5.1% |
| 6M | +15.9% | +1.6% | +14.2% | +15.6% |
| YTD | +38.2% | +6.3% | +31.9% | +35.8% |
| 1Y | +44.5% | -0.5% | +45.0% | +45.1% |
| All | +9.0% | +64.7% | -55.7% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 3y: compounded portfolio wealth divided by compounded CTAS 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…
3y analysis · Full analysis span regression · 6 months rolling