-42.6%
CAG vs DOV
+13.3%
-55.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.4% |
| 7D | -5.9% | -1.9% | -4.0% | -5.6% |
| 30D | -1.5% | -9.9% | +8.3% | 0.0% |
| 3M | +11.5% | -12.1% | +23.6% | +13.4% |
| 6M | -15.7% | -10.4% | -5.3% | -14.6% |
| YTD | -10.2% | -3.3% | -6.9% | -10.3% |
| 1Y | -18.1% | +7.8% | -25.8% | -19.6% |
| 3Y | -39.4% | +36.3% | -75.7% | -44.7% |
| 5Y | -42.6% | +14.8% | -57.4% | -46.9% |
| All | -42.6% | +13.3% | -55.9% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling