-0.3%
DVN vs CVE
+53.7%
-54.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.1% |
| 7D | -19.1% | -16.1% | -2.9% | -7.3% |
| 30D | -11.8% | -10.4% | -1.5% | -4.2% |
| 3M | -1.5% | -2.4% | +0.9% | +0.2% |
| 6M | -8.2% | -4.4% | -3.8% | -5.7% |
| YTD | +17.4% | +64.9% | -47.5% | -21.6% |
| 1Y | +33.5% | +66.0% | -32.6% | -11.4% |
| 3Y | -0.3% | +57.7% | -58.0% | -34.5% |
| All | -0.3% | +53.7% | -54.0% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling