-50.3%
CCI vs DOV
+16.3%
-66.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -0.3% | +1.3% | -1.6% | -0.6% |
| 30D | +2.1% | -8.6% | +10.8% | +4.8% |
| 3M | -17.8% | -13.1% | -4.7% | -14.8% |
| 6M | -14.2% | -8.8% | -5.4% | -12.6% |
| YTD | -13.3% | -1.2% | -12.1% | -14.0% |
| 1Y | -16.6% | +10.7% | -27.3% | -20.4% |
| 3Y | -10.8% | +39.3% | -50.1% | -26.7% |
| 5Y | -50.3% | +16.4% | -66.8% | -58.9% |
| All | -50.3% | +16.3% | -66.6% | -58.9% |
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