+14.8%
CNH vs DOV
+21.2%
-6.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | +0.1% |
| 7D | +6.5% | +2.2% | +4.2% | +4.6% |
| 30D | -12.0% | +11.2% | -23.1% | -19.2% |
| 3M | +4.4% | +1.6% | +2.8% | +3.1% |
| 6M | +15.7% | -3.2% | +18.9% | +18.7% |
| YTD | +28.2% | +9.7% | +18.5% | +19.0% |
| 1Y | +14.8% | +20.5% | -5.7% | -5.4% |
| All | +14.8% | +21.2% | -6.4% | -5.4% |
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