+153.3%
CMI vs DOV
+37.0%
+116.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.6% |
| 7D | -0.7% | -2.0% | +1.3% | +0.8% |
| 30D | -12.4% | -8.9% | -3.5% | -6.2% |
| 3M | -14.8% | -13.3% | -1.5% | -5.6% |
| 6M | +0.8% | -9.7% | +10.5% | +8.7% |
| YTD | +10.2% | -2.5% | +12.6% | +12.9% |
| 1Y | +37.4% | +7.2% | +30.2% | +31.6% |
| 3Y | +153.3% | +39.4% | +113.9% | +111.1% |
| All | +153.3% | +37.0% | +116.3% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling