+39.4%
CFG vs DOV
+10.7%
+28.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.6% |
| 7D | +2.7% | +2.5% | +0.2% | +1.5% |
| 30D | -3.7% | -7.5% | +3.8% | -0.2% |
| 3M | +9.5% | -9.7% | +19.2% | +14.1% |
| 6M | +22.2% | -6.1% | +28.3% | +24.7% |
| YTD | +22.3% | +0.5% | +21.8% | +22.1% |
| 1Y | +39.4% | +10.5% | +28.9% | +39.3% |
| All | +39.4% | +10.7% | +28.8% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling