+0.4%
CMS vs DOV
+10.7%
-10.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +1.2% | +2.5% | -1.3% | +1.1% |
| 30D | -3.2% | -7.5% | +4.4% | -2.8% |
| 3M | -2.2% | -9.7% | +7.5% | -1.8% |
| 6M | -9.4% | -6.1% | -3.3% | -9.1% |
| YTD | +0.7% | +0.5% | +0.2% | +1.5% |
| 1Y | +0.4% | +10.5% | -10.2% | +2.9% |
| All | +0.4% | +10.7% | -10.3% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling