-36.3%
CCI vs DOV
+29.1%
-65.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +2.5% | +3.0% | -0.5% | +1.6% |
| 30D | +14.4% | +8.6% | +5.8% | +11.6% |
| 3M | +21.7% | +1.9% | +19.8% | +20.8% |
| 6M | +4.0% | -1.7% | +5.7% | +3.8% |
| YTD | +6.2% | +8.3% | -2.1% | +2.4% |
| 1Y | +5.4% | +16.6% | -11.2% | -0.8% |
| 3Y | +11.7% | +65.1% | -53.4% | -14.6% |
| All | -36.3% | +29.1% | -65.4% | -46.8% |
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