+94.8%
CAG vs OVV
+162.8%
-68.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | -3.8% | +0.3% | -4.1% | -3.8% |
| 30D | +3.1% | +11.7% | -8.6% | +2.3% |
| 3M | +23.5% | +9.8% | +13.7% | +22.5% |
| 6M | -14.8% | +26.6% | -41.4% | -16.4% |
| YTD | -5.4% | +67.0% | -72.5% | -9.0% |
| 1Y | -11.8% | +55.9% | -67.7% | -14.8% |
| 3Y | -36.7% | +45.5% | -82.2% | -39.2% |
| 5Y | -40.3% | +157.3% | -197.6% | -46.1% |
| 10Y | -37.0% | +65.0% | -102.0% | -47.1% |
| All | +94.8% | +162.8% | -68.0% | +46.9% |
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 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