+21.2%
DVN vs CVE
+142.8%
-121.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.1% |
| 7D | -19.1% | -16.1% | -2.9% | -6.7% |
| 30D | -11.8% | -10.4% | -1.5% | -3.8% |
| 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% | -23.1% |
| 1Y | +33.5% | +66.0% | -32.6% | -13.2% |
| 3Y | -0.3% | +57.7% | -58.0% | -34.4% |
| All | +21.2% | +142.8% | -121.6% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling