+183.3%
CAT vs DOV
+25.3%
+158.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.4% |
| 7D | -10.3% | -1.9% | -8.4% | -9.1% |
| 30D | -31.2% | +8.3% | -39.5% | -35.2% |
| 3M | -34.7% | -3.1% | -31.6% | -33.3% |
| 6M | -39.5% | -9.8% | -29.7% | -34.8% |
| YTD | -1.7% | +5.2% | -6.8% | -4.6% |
| 1Y | -1.1% | +15.3% | -16.4% | -10.0% |
| 3Y | +143.9% | +58.8% | +85.1% | +77.5% |
| All | +183.3% | +25.3% | +158.0% | +124.7% |
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