-34.4%
CAG vs OVV
+46.2%
-80.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +4.6% | -10.7% | +15.3% | +4.8% |
| 30D | +14.7% | -5.3% | +19.9% | +14.7% |
| 3M | +2.4% | +2.4% | 0.0% | +2.2% |
| 6M | +10.7% | +5.7% | +5.1% | +10.4% |
| YTD | -5.5% | +56.8% | -62.3% | -7.3% |
| 1Y | -4.6% | +59.3% | -63.9% | -6.4% |
| 3Y | -34.4% | +49.0% | -83.4% | -36.9% |
| All | -34.4% | +46.2% | -80.7% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling