-5.0%
CMG vs DOV
+13.3%
-18.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.3% |
| 7D | -3.8% | -1.9% | -1.9% | -3.0% |
| 30D | +12.9% | -9.9% | +22.8% | +18.6% |
| 3M | +18.8% | -12.1% | +30.9% | +25.3% |
| 6M | +4.1% | -10.4% | +14.5% | +8.1% |
| YTD | -2.4% | -3.3% | +1.0% | -2.8% |
| 1Y | -6.7% | +7.8% | -14.4% | -12.5% |
| 3Y | -7.1% | +36.3% | -43.5% | -25.1% |
| 5Y | -5.0% | +14.8% | -19.8% | -15.2% |
| All | -5.0% | +13.3% | -18.3% | -15.2% |
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 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