-69.9%
CPNG vs DOV
+56.7%
-126.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.7% |
| 7D | -6.3% | +2.5% | -8.8% | -7.6% |
| 30D | -8.7% | -7.5% | -1.2% | -4.9% |
| 3M | -2.4% | -9.7% | +7.2% | +2.2% |
| 6M | -22.3% | -6.1% | -16.3% | -20.9% |
| YTD | -37.2% | +0.5% | -37.7% | -38.7% |
| 1Y | -53.0% | +10.5% | -63.5% | -57.0% |
| 3Y | -20.0% | +41.7% | -61.7% | -40.6% |
| 5Y | -52.8% | +18.4% | -71.2% | -65.8% |
| All | -69.9% | +56.7% | -126.7% | -70.6% |
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