+119.7%
DVN vs CTAS
+108.7%
+10.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.1% | +1.0% | -1.1% | -0.5% |
| 30D | +8.0% | -1.1% | +9.0% | +8.3% |
| 3M | +11.9% | +11.5% | +0.4% | +6.8% |
| 6M | +10.6% | +0.2% | +10.5% | +10.1% |
| YTD | +35.4% | +7.2% | +28.2% | +30.6% |
| 1Y | +46.5% | 0.0% | +46.5% | +45.5% |
| 3Y | +3.0% | +65.9% | -63.0% | -22.6% |
| All | +119.7% | +108.7% | +10.9% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling