+7,759.7%
CP vs DOV
+6,610.2%
+1,149.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.5% | -2.5% | -0.2% |
| 7D | +2.8% | -1.4% | +4.1% | +3.3% |
| 30D | +11.3% | +12.8% | -1.5% | +4.7% |
| 3M | +2.9% | +1.1% | +1.7% | +2.0% |
| 6M | +9.8% | -2.6% | +12.4% | +10.1% |
| YTD | +28.5% | +9.9% | +18.6% | +21.3% |
| 1Y | +33.5% | +19.3% | +14.2% | +20.9% |
| 3Y | +31.9% | +68.4% | -36.4% | -0.8% |
| 5Y | +25.5% | +29.1% | -3.6% | +5.9% |
| 10Y | +257.6% | +340.2% | -82.6% | +63.9% |
| All | +7,759.7% | +6,610.2% | +1,149.5% | +1,308.2% |
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