+18.4%
DOV vs CRL
-37.4%
+55.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.6% | +1.6% |
| 7D | +2.5% | -0.6% | +3.1% | +2.6% |
| 30D | -7.5% | +5.0% | -12.5% | -8.6% |
| 3M | -9.7% | +50.6% | -60.3% | -18.5% |
| 6M | -6.1% | +60.9% | -67.0% | -17.5% |
| YTD | +0.5% | +40.7% | -40.3% | -9.1% |
| 1Y | +10.5% | +73.3% | -62.8% | -5.8% |
| 3Y | +41.7% | +40.6% | +1.1% | +21.9% |
| 5Y | +18.4% | -37.0% | +55.4% | +18.1% |
| All | +18.4% | -37.4% | +55.9% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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