+12.3%
DOV vs CAI
-8.1%
+20.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | +2.5% | +0.2% | +2.4% | +2.5% |
| 30D | -7.5% | +9.1% | -16.7% | -8.1% |
| 3M | -9.7% | +53.8% | -63.5% | -12.4% |
| 6M | -6.1% | +33.5% | -39.6% | -8.6% |
| YTD | +0.5% | -8.0% | +8.5% | +0.5% |
| 1Y | +10.5% | -28.7% | +39.2% | +13.1% |
| All | +12.3% | -8.1% | +20.4% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling