Begin by ensuring you have access to your CockroachDB instance. Verify that you have the necessary permissions to read and export data. Use SQL queries to determine which tables and data need to be migrated. It's advisable to start with a small dataset for testing purposes.

Use the `cockroach dump` command to export data from your CockroachDB tables. This command generates SQL statements that can be used to recreate the data. Redirect the output to a file for easier handling. For example:
```bash
cockroach dump mydatabase --certs-dir=certs --host=localhost --user=myuser > dump.sql
```
Ensure the data dump contains all necessary tables and rows for your migration needs.

Review the exported SQL dump file. Since DynamoDB handles data differently (e.g., no SQL-like relational structure), you'll need to transform the data into a format compatible with DynamoDB (JSON format). Write scripts in a language like Python to parse the SQL dump and convert it into JSON objects suitable for DynamoDB's key-value storage model.

Set up your AWS environment by creating a DynamoDB table that matches your data's structure. Use the AWS Management Console or AWS CLI to create tables with appropriate primary keys and attributes. Define any necessary secondary indexes and ensure your AWS IAM permissions allow access to DynamoDB.

Using the AWS CLI or a script, load your transformed data into DynamoDB. If using Python, you can utilize the `boto3` library to interact with DynamoDB. Write scripts to read the JSON files and use the `batch_write_item` or `put_item` methods to insert data into your DynamoDB tables.

Example using `boto3`:
```python
import boto3

dynamodb = boto3.resource('dynamodb')
table = dynamodb.Table('MyDynamoDBTable')

with open('data.json') as f:
data = json.load(f)
for item in data:
table.put_item(Item=item)
```

Once the data is loaded, perform checks to ensure data integrity. Compare the data in DynamoDB with the original data in CockroachDB. You can write scripts to perform spot checks or use hash functions to verify data consistency. This step is crucial to ensure that no data is lost or corrupted during the migration process.

After successful data migration, monitor the performance of your DynamoDB tables. Adjust read/write capacities based on the application's needs. Use AWS CloudWatch to set up monitoring and alerts for DynamoDB to keep track of performance metrics and ensure optimal operation.

Following these steps will help you manually transfer data from CockroachDB to DynamoDB, ensuring that the data is correctly formatted and loaded without the use of third-party tools.