+13.2%
CNH vs DOV
+16.3%
-3.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +3.5% |
| 7D | +1.8% | +1.3% | +0.5% | +0.7% |
| 30D | +32.6% | -8.6% | +41.3% | +41.9% |
| 3M | +29.4% | -13.1% | +42.6% | +43.4% |
| 6M | +26.0% | -8.8% | +34.8% | +34.7% |
| YTD | +52.2% | -1.2% | +53.4% | +53.4% |
| 1Y | +23.9% | +10.7% | +13.2% | +13.7% |
| 3Y | +10.1% | +39.3% | -29.1% | -16.6% |
| 5Y | +13.2% | +16.4% | -3.3% | -9.8% |
| All | +13.2% | +16.3% | -3.2% | -9.8% |
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