+237.0%
CFG vs DOV
+361.0%
-123.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.5% | -1.0% |
| 7D | +0.3% | -1.4% | +1.6% | +1.4% |
| 30D | +3.2% | +12.8% | -9.6% | -7.5% |
| 3M | -9.7% | +1.1% | -10.8% | -11.1% |
| 6M | +3.6% | -2.6% | +6.3% | +4.4% |
| YTD | +14.7% | +9.9% | +4.8% | +2.7% |
| 1Y | +29.6% | +19.3% | +10.3% | +7.5% |
| 3Y | +190.6% | +68.4% | +122.2% | +70.9% |
| 5Y | +67.1% | +29.1% | +37.9% | +25.0% |
| 10Y | +237.0% | +340.2% | -103.1% | +3.9% |
| All | +237.0% | +361.0% | -123.9% | +3.9% |
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 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