+34.5%
CMS vs DOV
+29.1%
+5.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | +1.7% | +3.0% | -1.3% | +1.2% |
| 30D | +6.2% | +8.6% | -2.4% | +4.5% |
| 3M | +0.6% | +1.9% | -1.2% | +0.2% |
| 6M | -1.8% | -1.7% | -0.1% | -1.8% |
| YTD | +3.8% | +8.3% | -4.5% | +1.5% |
| 1Y | -1.8% | +16.6% | -18.3% | -5.5% |
| 3Y | +39.8% | +65.1% | -25.3% | +18.8% |
| All | +34.5% | +29.1% | +5.4% | +16.5% |
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 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