+1,180.8%
DVN vs CTAS
+23,132.7%
-21,951.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +12.6% | -1.0% | +13.6% | +12.9% |
| 3M | +8.1% | +15.8% | -7.6% | +2.7% |
| 6M | +10.2% | -1.0% | +11.2% | +9.5% |
| YTD | +33.8% | +7.4% | +26.3% | +29.5% |
| 1Y | +43.9% | -0.1% | +44.0% | +42.4% |
| 3Y | +1.7% | +66.3% | -64.6% | -15.5% |
| 5Y | +119.6% | +111.0% | +8.6% | +68.4% |
| 10Y | +53.7% | +662.9% | -609.2% | -14.8% |
| All | +1,180.8% | +23,132.7% | -21,951.9% | +277.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling