+4,100.0%
CMG vs DOV
+874.4%
+3,225.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | -1.5% | +2.5% | -4.0% | -2.7% |
| 30D | +12.7% | -7.5% | +20.2% | +16.9% |
| 3M | +26.3% | -9.7% | +36.0% | +31.6% |
| 6M | +4.5% | -6.1% | +10.6% | +6.4% |
| YTD | -0.1% | +0.5% | -0.6% | -1.7% |
| 1Y | -6.8% | +10.5% | -17.3% | -12.7% |
| 3Y | -5.0% | +41.7% | -46.7% | -22.3% |
| 5Y | -3.0% | +18.4% | -21.5% | -14.5% |
| 10Y | +323.6% | +289.8% | +33.8% | +97.1% |
| All | +4,100.0% | +874.4% | +3,225.6% | +887.5% |
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