-50.5%
CPNG vs DOV
+14.8%
-65.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.5% |
| 7D | -1.1% | -2.0% | +0.9% | +0.1% |
| 30D | -7.4% | -8.9% | +1.5% | -2.1% |
| 3M | -12.3% | -13.3% | +0.9% | -5.5% |
| 6M | -19.4% | -9.7% | -9.8% | -15.8% |
| YTD | -35.9% | -2.5% | -33.5% | -36.7% |
| 1Y | -53.4% | +7.2% | -60.6% | -57.2% |
| 3Y | -20.0% | +39.4% | -59.4% | -44.2% |
| All | -50.5% | +14.8% | -65.3% | -61.4% |
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 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