-3.1%
CMS vs DOV
+18.5%
-21.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -3.9% | +0.2% |
| 7D | -0.9% | -1.4% | +0.4% | -0.8% |
| 30D | +7.1% | +12.8% | -5.7% | +6.0% |
| 3M | -1.3% | +1.1% | -2.4% | -1.4% |
| 6M | -2.7% | -2.6% | 0.0% | -2.6% |
| YTD | +2.6% | +9.9% | -7.3% | +1.9% |
| All | -3.1% | +18.5% | -21.6% | -4.7% |
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