-37.7%
CAG vs DOV
+300.2%
-337.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -5.7% | -2.0% | -3.7% | -5.3% |
| 30D | -2.4% | -8.9% | +6.5% | -0.6% |
| 3M | +9.8% | -13.3% | +23.1% | +12.7% |
| 6M | -10.8% | -9.7% | -1.2% | -9.4% |
| YTD | -10.8% | -2.5% | -8.4% | -10.9% |
| 1Y | -19.0% | +7.2% | -26.2% | -20.8% |
| 3Y | -39.7% | +39.4% | -79.1% | -45.4% |
| 5Y | -43.0% | +15.8% | -58.8% | -46.9% |
| All | -37.7% | +300.2% | -337.8% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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