-36.9%
CCI vs OVV
+84.0%
-121.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -1.9% | -2.5% |
| 7D | -0.1% | -16.7% | +16.6% | +1.2% |
| 30D | +28.4% | -1.5% | +29.9% | +28.5% |
| 3M | +20.0% | +1.6% | +18.4% | +19.7% |
| 6M | +0.8% | +2.0% | -1.3% | +0.4% |
| YTD | +3.6% | +56.8% | -53.2% | -0.2% |
| 1Y | +6.1% | +64.8% | -58.7% | +1.8% |
| 3Y | +7.2% | +38.3% | -31.1% | +2.9% |
| All | -36.9% | +84.0% | -121.0% | -40.9% |
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 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