+105.2%
CTVA vs DOV
+13.3%
+91.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.6% |
| 7D | -4.7% | -1.9% | -2.7% | -3.9% |
| 30D | +11.1% | -9.9% | +21.0% | +16.1% |
| 3M | +13.7% | -12.1% | +25.8% | +19.6% |
| 6M | +11.2% | -10.4% | +21.6% | +15.2% |
| YTD | +26.9% | -3.3% | +30.2% | +26.3% |
| 1Y | +18.8% | +7.8% | +11.0% | +11.4% |
| 3Y | +75.9% | +36.3% | +39.6% | +43.9% |
| 5Y | +105.2% | +14.8% | +90.4% | +80.6% |
| All | +105.2% | +13.3% | +91.9% | +80.6% |
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 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