+1,140.6%
DVN vs CTAS
+26,175.4%
-25,034.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +10.4% | +2.0% | +8.4% | +9.7% |
| 30D | -6.7% | +8.7% | -15.4% | -9.3% |
| 3M | +5.6% | +13.3% | -7.7% | +1.1% |
| 6M | +0.7% | +39.4% | -38.7% | -10.3% |
| YTD | +29.6% | +21.5% | +8.1% | +20.2% |
| 1Y | +36.3% | +21.9% | +14.4% | +26.2% |
| 3Y | +13.2% | +73.6% | -60.5% | -7.5% |
| 5Y | +38.6% | +116.2% | -77.6% | +5.1% |
| 10Y | +60.9% | +818.2% | -757.3% | -15.8% |
| All | +1,140.6% | +26,175.4% | -25,034.7% | +250.0% |
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