+4,850.5%
CL vs DOV
+5,976.9%
-1,126.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -2.2% | -2.7% | +0.5% | -1.6% |
| 30D | -4.8% | -8.1% | +3.2% | -2.9% |
| 3M | +4.9% | -9.4% | +14.3% | +7.1% |
| 6M | -5.7% | -12.6% | +6.9% | -3.1% |
| YTD | +14.4% | -0.5% | +14.9% | +13.8% |
| 1Y | +8.7% | +9.2% | -0.5% | +5.5% |
| 3Y | +30.0% | +34.1% | -4.1% | +17.7% |
| 5Y | +28.4% | +17.3% | +11.1% | +18.7% |
| 10Y | +50.1% | +284.9% | -234.8% | -0.1% |
| All | +4,850.5% | +5,976.9% | -1,126.4% | +1,183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling