+114.5%
CF vs DOV
+29.3%
+85.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +10.4% | -0.1% | +10.5% | +10.3% |
| 30D | +7.6% | +11.3% | -3.7% | +5.2% |
| 3M | +5.2% | +2.2% | +3.0% | +4.5% |
| 6M | -0.1% | -2.9% | +2.9% | +0.1% |
| YTD | +61.7% | +9.6% | +52.1% | +55.0% |
| 1Y | +50.3% | +16.7% | +33.7% | +41.2% |
| 3Y | +66.0% | +66.9% | -0.9% | +34.7% |
| 5Y | +114.5% | +32.0% | +82.5% | +79.1% |
| All | +114.5% | +29.3% | +85.2% | +79.1% |
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