+7.8%
DVN vs CVE
+89.9%
-82.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.5% |
| 7D | +1.5% | +2.5% | -1.0% | -0.4% |
| 30D | +14.2% | +16.7% | -2.5% | +1.8% |
| 3M | +5.2% | +9.3% | -4.0% | -1.9% |
| 6M | +11.9% | +43.6% | -31.7% | -15.0% |
| YTD | +32.8% | +93.6% | -60.8% | -19.6% |
| 1Y | +38.6% | +98.8% | -60.2% | -17.9% |
| 3Y | +0.5% | +73.6% | -73.1% | -35.1% |
| 5Y | +111.0% | +312.5% | -201.4% | -28.0% |
| 10Y | +56.1% | +161.0% | -104.9% | -39.7% |
| All | +7.8% | +89.9% | -82.1% | -52.6% |
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