+308.6%
CFG vs DOV
+294.8%
+13.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -2.0% |
| 7D | +2.7% | +2.5% | +0.2% | +0.4% |
| 30D | -3.7% | -7.5% | +3.8% | +3.0% |
| 3M | +9.5% | -9.7% | +19.2% | +18.3% |
| 6M | +22.2% | -6.1% | +28.3% | +26.9% |
| YTD | +22.3% | +0.5% | +21.8% | +19.2% |
| 1Y | +39.4% | +10.5% | +28.9% | +23.4% |
| 3Y | +188.5% | +41.7% | +146.8% | +101.9% |
| 5Y | +101.5% | +18.4% | +83.1% | +64.0% |
| 10Y | +308.6% | +289.8% | +18.9% | +46.7% |
| All | +308.6% | +294.8% | +13.9% | +46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling