+155.7%
DVN vs CTVA
+211.9%
-56.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +2.1% |
| 7D | -0.1% | -5.8% | +5.7% | +3.8% |
| 30D | +8.0% | +11.1% | -3.1% | +0.5% |
| 3M | +11.9% | +13.2% | -1.3% | +1.1% |
| 6M | +10.6% | +8.7% | +1.9% | +2.5% |
| YTD | +35.4% | +27.3% | +8.1% | +12.3% |
| 1Y | +46.5% | +18.0% | +28.5% | +26.7% |
| 3Y | +3.0% | +76.5% | -73.5% | -35.7% |
| 5Y | +120.5% | +105.1% | +15.4% | +23.2% |
| All | +155.7% | +211.9% | -56.2% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling