+465.5%
CMS vs DOV
+6,322.5%
-5,857.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.8% | -2.3% |
| 7D | -1.3% | -1.9% | +0.6% | -0.8% |
| 30D | +6.3% | +8.3% | -1.9% | +3.8% |
| 3M | -2.1% | -3.1% | +1.0% | -1.4% |
| 6M | -5.1% | -9.8% | +4.7% | -2.8% |
| YTD | +1.3% | +5.2% | -3.9% | -1.2% |
| 1Y | -1.4% | +15.3% | -16.7% | -6.4% |
| 3Y | +36.9% | +58.8% | -21.8% | +15.9% |
| 5Y | +32.5% | +26.6% | +6.0% | +18.3% |
| 10Y | +126.8% | +351.6% | -224.9% | +34.5% |
| All | +465.5% | +6,322.5% | -5,857.0% | +72.2% |
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