+17,723.7%
CAT vs DOV
+6,322.5%
+11,401.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.5% |
| 7D | -10.3% | -1.9% | -8.4% | -9.2% |
| 30D | -31.2% | +8.3% | -39.5% | -34.7% |
| 3M | -34.7% | -3.1% | -31.6% | -33.4% |
| 6M | -39.5% | -9.8% | -29.7% | -35.3% |
| YTD | -1.7% | +5.2% | -6.8% | -4.4% |
| 1Y | -1.1% | +15.3% | -16.4% | -9.4% |
| 3Y | +143.9% | +58.8% | +85.1% | +81.0% |
| 5Y | +194.8% | +26.6% | +168.2% | +148.8% |
| 10Y | +739.8% | +351.6% | +388.1% | +217.9% |
| All | +17,723.7% | +6,322.5% | +11,401.2% | +1,694.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling