+162.2%
DVN vs CTVA
+208.7%
-46.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | +4.5% | -4.5% | +9.0% | +7.7% |
| 30D | +12.0% | +11.3% | +0.7% | +4.0% |
| 3M | +13.4% | +12.3% | +1.1% | +3.0% |
| 6M | +12.1% | +7.2% | +4.9% | +4.8% |
| YTD | +38.8% | +26.0% | +12.8% | +16.0% |
| 1Y | +46.0% | +16.0% | +30.0% | +27.8% |
| 3Y | +9.5% | +73.9% | -64.4% | -30.9% |
| 5Y | +125.3% | +103.8% | +21.5% | +26.3% |
| All | +162.2% | +208.7% | -46.5% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling