+333.5%
CAT vs DOV
+19.9%
+313.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.3% |
| 7D | +5.6% | +2.5% | +3.0% | +3.6% |
| 30D | -2.3% | -7.5% | +5.2% | +3.4% |
| 3M | -10.0% | -9.7% | -0.3% | -3.0% |
| 6M | +21.2% | -6.1% | +27.3% | +27.4% |
| YTD | +44.4% | +0.5% | +44.0% | +45.1% |
| 1Y | +96.3% | +10.5% | +85.8% | +83.9% |
| 3Y | +203.9% | +41.7% | +162.2% | +138.8% |
| 5Y | +333.5% | +18.4% | +315.1% | +257.9% |
| All | +333.5% | +19.9% | +313.6% | +257.9% |
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