-19.9%
CCJ vs OVV
+58.4%
-78.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +2.7% | -10.7% | +13.5% | +1.7% |
| 30D | -14.4% | -5.3% | -9.1% | -14.5% |
| 3M | -22.6% | +2.4% | -25.0% | -22.1% |
| 6M | -35.4% | +5.7% | -41.1% | -34.9% |
| YTD | -17.6% | +56.8% | -74.4% | -23.6% |
| All | -19.9% | +58.4% | -78.3% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling