+102.5%
CFG vs DOV
+17.7%
+84.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.8% |
| 7D | +1.5% | -2.7% | +4.2% | +3.7% |
| 30D | -3.8% | -8.1% | +4.3% | +2.6% |
| 3M | +11.5% | -9.4% | +20.9% | +19.2% |
| 6M | +19.2% | -12.6% | +31.8% | +30.7% |
| YTD | +23.7% | -0.5% | +24.2% | +21.7% |
| 1Y | +38.8% | +9.2% | +29.6% | +25.4% |
| 3Y | +178.9% | +34.1% | +144.8% | +110.9% |
| All | +102.5% | +17.7% | +84.8% | +67.5% |
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