+137.3%
CTVA vs DOV
+153.9%
-16.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -20.8% | +3.0% | -23.7% | -21.9% |
| 30D | -29.6% | +8.6% | -38.2% | -32.9% |
| 3M | -16.9% | +1.9% | -18.8% | -18.1% |
| 6M | -24.3% | -1.7% | -22.6% | -24.5% |
| YTD | -5.6% | +8.3% | -13.9% | -12.2% |
| 1Y | -4.2% | +16.6% | -20.7% | -15.0% |
| 3Y | +43.3% | +65.1% | -21.8% | -1.4% |
| 5Y | +35.7% | +29.2% | +6.5% | +7.3% |
| All | +137.3% | +153.9% | -16.6% | +7.2% |
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