-50.7%
CCI vs OVV
+160.2%
-210.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.7% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | +2.7% | +11.7% | -9.0% | +1.9% |
| 3M | -18.2% | +9.8% | -28.0% | -18.8% |
| 6M | -14.8% | +26.6% | -41.3% | -16.4% |
| YTD | -12.6% | +67.0% | -79.6% | -15.9% |
| 1Y | -16.7% | +55.9% | -72.7% | -19.6% |
| 3Y | -10.5% | +45.5% | -56.0% | -14.2% |
| All | -50.7% | +160.2% | -210.9% | -53.1% |
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