+37.6%
CL vs DOV
+57.1%
-19.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | +1.3% | -1.9% | +3.2% | +1.4% |
| 30D | +11.4% | +8.3% | +3.1% | +10.9% |
| 3M | +4.4% | -3.1% | +7.5% | +4.5% |
| 6M | +10.8% | -9.8% | +20.6% | +11.2% |
| YTD | +25.1% | +5.2% | +19.9% | +24.9% |
| 1Y | +28.0% | +15.3% | +12.6% | +27.5% |
| 3Y | +37.6% | +58.8% | -21.2% | +35.1% |
| All | +37.6% | +57.1% | -19.5% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling