+10.4%
DOV vs CAI
-11.0%
+21.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.5% |
| 7D | +1.3% | -3.1% | +4.4% | +1.5% |
| 30D | -8.6% | +2.7% | -11.3% | -8.9% |
| 3M | -13.1% | +41.7% | -54.8% | -15.3% |
| 6M | -8.8% | +26.5% | -35.3% | -10.9% |
| YTD | -1.2% | -10.9% | +9.7% | -1.0% |
| 1Y | +10.7% | -29.2% | +39.9% | +13.3% |
| All | +10.4% | -11.0% | +21.4% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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