+29.1%
DOV vs CRL
-6.0%
+35.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.7% | -0.2% | +3.4% |
| 7D | -1.4% | +4.4% | -5.7% | -2.4% |
| 30D | +12.8% | +17.1% | -4.3% | +8.4% |
| 3M | +1.1% | +32.1% | -31.0% | -5.7% |
| 6M | -2.6% | +98.9% | -101.6% | -18.4% |
| YTD | +9.9% | +77.1% | -67.2% | -6.2% |
| 1Y | +19.3% | +110.3% | -90.9% | -2.8% |
| 3Y | +68.4% | +108.5% | -40.1% | +30.0% |
| 5Y | +29.1% | -7.9% | +37.0% | +23.4% |
| All | +29.1% | -6.0% | +35.2% | +23.4% |
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