-41.3%
CAG vs OVV
+153.1%
-194.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | -5.3% | -3.7% | -1.6% | -5.1% |
| 30D | +1.0% | +8.0% | -7.0% | +0.7% |
| 3M | +17.4% | +11.3% | +6.1% | +16.8% |
| 6M | -16.8% | +24.0% | -40.8% | -17.7% |
| YTD | -6.8% | +65.3% | -72.1% | -9.0% |
| 1Y | -15.4% | +60.2% | -75.5% | -17.3% |
| 3Y | -37.1% | +46.9% | -84.0% | -38.8% |
| 5Y | -41.3% | +158.7% | -200.0% | -47.6% |
| All | -41.3% | +153.1% | -194.4% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling