+7,604.2%
CP vs DOV
+6,322.5%
+1,281.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | +2.8% | -1.9% | +4.6% | +3.6% |
| 30D | +10.2% | +8.3% | +1.9% | +5.8% |
| 3M | +2.4% | -3.1% | +5.4% | +3.6% |
| 6M | +7.7% | -9.8% | +17.5% | +12.1% |
| YTD | +26.0% | +5.2% | +20.8% | +21.5% |
| 1Y | +34.6% | +15.3% | +19.3% | +24.0% |
| 3Y | +26.7% | +58.8% | -32.1% | -2.0% |
| 5Y | +24.9% | +26.6% | -1.7% | +6.5% |
| 10Y | +258.6% | +351.6% | -93.0% | +62.5% |
| All | +7,604.2% | +6,322.5% | +1,281.7% | +1,310.5% |
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 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