+220.7%
CF vs DOV
+17.7%
+203.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.4% |
| 7D | +6.0% | -2.7% | +8.7% | +6.5% |
| 30D | +14.8% | -8.1% | +22.9% | +16.7% |
| 3M | +14.1% | -9.4% | +23.5% | +15.9% |
| 6M | +28.5% | -12.6% | +41.1% | +31.2% |
| YTD | +74.9% | -0.5% | +75.4% | +71.3% |
| 1Y | +61.7% | +9.2% | +52.4% | +53.4% |
| 3Y | +80.3% | +34.1% | +46.2% | +56.5% |
| All | +220.7% | +17.7% | +203.0% | +189.1% |
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