-4.7%
DVN vs CVE
+61.8%
-66.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.1% |
| 7D | -19.1% | -16.1% | -2.9% | -7.7% |
| 30D | -11.8% | -10.4% | -1.5% | -4.4% |
| 3M | -1.5% | -2.4% | +0.9% | +0.1% |
| 6M | -8.2% | -4.4% | -3.8% | -5.7% |
| YTD | +17.4% | +64.9% | -47.5% | -20.0% |
| 1Y | +33.5% | +66.0% | -32.6% | -9.6% |
| 3Y | -0.3% | +57.7% | -58.0% | -31.0% |
| 5Y | +22.7% | +144.7% | -122.0% | -38.9% |
| 10Y | +51.8% | +139.2% | -87.4% | -37.2% |
| All | -4.7% | +61.8% | -66.5% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling