+53.4%
CL vs DOV
+294.8%
-241.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -1.4% | +2.5% | -3.9% | -1.9% |
| 30D | -5.2% | -7.5% | +2.3% | -3.5% |
| 3M | +3.3% | -9.7% | +13.0% | +5.4% |
| 6M | -4.4% | -6.1% | +1.7% | -3.4% |
| YTD | +13.9% | +0.5% | +13.4% | +13.1% |
| 1Y | +7.6% | +10.5% | -2.9% | +4.2% |
| 3Y | +29.6% | +41.7% | -12.1% | +14.8% |
| 5Y | +28.1% | +18.4% | +9.6% | +17.5% |
| 10Y | +53.4% | +289.8% | -236.4% | +4.5% |
| All | +53.4% | +294.8% | -241.4% | +4.5% |
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 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