+10.7%
DOV vs CPB
-30.8%
+41.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | +1.3% | -8.0% | +9.3% | +1.3% |
| 30D | -8.6% | -2.4% | -6.2% | -8.7% |
| 3M | -13.1% | +0.5% | -13.7% | -13.2% |
| 6M | -8.8% | -10.5% | +1.6% | -8.1% |
| YTD | -1.2% | -17.5% | +16.3% | +0.1% |
| 1Y | +10.7% | -31.0% | +41.7% | +15.5% |
| All | +10.7% | -30.8% | +41.5% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling