+71.6%
CRH vs DOV
+37.0%
+34.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | -6.1% | -2.0% | -4.1% | -4.8% |
| 30D | -9.3% | -8.9% | -0.4% | -3.2% |
| 3M | -15.2% | -13.3% | -1.9% | -6.8% |
| 6M | -14.2% | -9.7% | -4.5% | -8.3% |
| YTD | -28.3% | -2.5% | -25.8% | -27.3% |
| 1Y | -21.8% | +7.2% | -29.0% | -26.1% |
| 3Y | +71.6% | +39.4% | +32.2% | +45.5% |
| All | +71.6% | +37.0% | +34.6% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling