+53.7%
DVN vs CVE
+170.0%
-116.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -1.2% |
| 7D | -1.3% | +0.2% | -1.5% | -1.5% |
| 30D | +12.6% | +17.5% | -4.9% | -0.5% |
| 3M | +8.1% | +16.2% | -8.1% | -4.0% |
| 6M | +10.2% | +47.8% | -37.6% | -18.8% |
| YTD | +33.8% | +98.5% | -64.7% | -21.7% |
| 1Y | +43.9% | +109.8% | -65.9% | -19.5% |
| 3Y | +1.7% | +75.5% | -73.7% | -35.8% |
| 5Y | +119.6% | +341.6% | -222.0% | -31.4% |
| 10Y | +53.7% | +159.8% | -106.1% | -42.2% |
| All | +53.7% | +170.0% | -116.3% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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