+322.0%
CMG vs DOV
+300.2%
+21.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -2.1% | -2.0% | -0.1% | -1.2% |
| 30D | +10.9% | -8.9% | +19.8% | +15.4% |
| 3M | +15.8% | -13.3% | +29.1% | +22.5% |
| 6M | +6.9% | -9.7% | +16.6% | +10.6% |
| YTD | -2.2% | -2.5% | +0.3% | -2.5% |
| 1Y | -7.1% | +7.2% | -14.3% | -11.5% |
| 3Y | -7.1% | +39.4% | -46.5% | -22.4% |
| 5Y | -4.8% | +15.8% | -20.6% | -14.9% |
| All | +322.0% | +300.2% | +21.8% | +152.8% |
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 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