-16.7%
CCI vs DOV
+11.5%
-28.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | -0.4% | -2.7% | +2.3% | -0.1% |
| 30D | +2.7% | -8.1% | +10.8% | +3.7% |
| 3M | -18.2% | -9.4% | -8.8% | -17.5% |
| 6M | -14.8% | -12.6% | -2.2% | -13.4% |
| YTD | -12.6% | -0.5% | -12.1% | -13.2% |
| 1Y | -16.7% | +9.2% | -26.0% | -18.5% |
| All | -16.7% | +11.5% | -28.3% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling