+88.8%
CAG vs OVV
+158.7%
-70.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -2.6% |
| 7D | -1.8% | +1.2% | -3.0% | -1.9% |
| 30D | +9.7% | -2.5% | +12.2% | +9.8% |
| 3M | +0.5% | +0.5% | 0.0% | +0.3% |
| 6M | +8.9% | +8.5% | +0.5% | +8.0% |
| YTD | -8.4% | +64.5% | -72.8% | -11.8% |
| 1Y | -8.3% | +64.7% | -73.0% | -11.8% |
| 3Y | -36.1% | +54.1% | -90.3% | -38.9% |
| 5Y | -40.1% | +95.4% | -135.6% | -44.9% |
| 10Y | -36.9% | +54.9% | -91.8% | -46.7% |
| All | +88.8% | +158.7% | -70.0% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling