+1,874.8%
CCJ vs OVV
+146.7%
+1,728.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +5.0% | +4.6% |
| 7D | -7.3% | -16.7% | +9.4% | -0.8% |
| 30D | -20.0% | -1.5% | -18.5% | -19.8% |
| 3M | -23.8% | +1.6% | -25.4% | -25.1% |
| 6M | -42.4% | +2.0% | -44.4% | -44.0% |
| YTD | -22.1% | +56.8% | -78.9% | -36.7% |
| 1Y | -20.8% | +64.8% | -85.7% | -37.2% |
| 3Y | +75.7% | +38.3% | +37.5% | +43.0% |
| 5Y | +167.4% | +84.9% | +82.6% | +85.8% |
| 10Y | +826.3% | +54.5% | +771.8% | +336.0% |
| All | +1,874.8% | +146.7% | +1,728.0% | +647.3% |
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