-33.8%
CAG vs OVV
+55.1%
-88.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -6.6% | -3.8% | -2.8% | -6.4% |
| 30D | +2.3% | +1.3% | +1.0% | +2.2% |
| 3M | +16.3% | +14.3% | +2.0% | +15.5% |
| 6M | -16.0% | +21.1% | -37.2% | -16.9% |
| YTD | -7.7% | +66.0% | -73.7% | -10.1% |
| 1Y | -16.0% | +59.3% | -75.3% | -18.1% |
| 3Y | -37.7% | +47.6% | -85.3% | -39.5% |
| 5Y | -41.2% | +162.0% | -203.2% | -45.3% |
| 10Y | -33.8% | +56.5% | -90.3% | -44.3% |
| All | -33.8% | +55.1% | -88.9% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling