+1,838.4%
CLS vs DOV
+30.7%
+1,807.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.5% | +3.4% | +4.1% |
| 7D | -10.6% | -1.4% | -9.2% | -9.1% |
| 30D | -38.4% | +12.8% | -51.2% | -44.1% |
| 3M | -29.9% | +1.1% | -31.0% | -30.3% |
| 6M | -40.6% | -2.6% | -38.0% | -39.7% |
| YTD | -24.6% | +9.9% | -34.5% | -31.0% |
| 1Y | -30.8% | +19.3% | -50.1% | -40.9% |
| 3Y | +811.7% | +68.4% | +743.4% | +514.2% |
| 5Y | +1,838.4% | +29.1% | +1,809.3% | +1,373.8% |
| All | +1,838.4% | +30.7% | +1,807.7% | +1,373.8% |
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