+118.6%
DVN vs CTVA
+102.9%
+15.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | +4.5% | -4.5% | +9.0% | +7.2% |
| 30D | +12.0% | +11.3% | +0.7% | +5.1% |
| 3M | +13.4% | +12.3% | +1.1% | +4.1% |
| 6M | +12.1% | +7.2% | +4.9% | +5.6% |
| YTD | +38.8% | +26.0% | +12.8% | +18.2% |
| 1Y | +46.0% | +16.0% | +30.0% | +29.9% |
| 3Y | +9.5% | +73.9% | -64.4% | -26.9% |
| All | +118.6% | +102.9% | +15.7% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling