+105.2%
CNH vs DOV
+325.7%
-220.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +3.0% | +3.0% | 0.0% | +0.9% |
| 30D | -0.6% | +8.6% | -9.2% | -6.9% |
| 3M | +14.6% | +1.9% | +12.8% | +12.6% |
| 6M | +11.8% | -1.7% | +13.4% | +12.5% |
| YTD | +30.4% | +8.3% | +22.1% | +22.0% |
| 1Y | +19.1% | +16.6% | +2.5% | +5.0% |
| 3Y | +30.2% | +65.1% | -34.9% | -14.6% |
| 5Y | -17.8% | +29.2% | -47.0% | -35.3% |
| All | +105.2% | +325.7% | -220.4% | -21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling