-40.8%
CCL vs OVV
+61.5%
-102.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.7% |
| 7D | -5.0% | +0.3% | -5.3% | -5.2% |
| 30D | -20.3% | +11.7% | -32.1% | -23.6% |
| 3M | -15.1% | +9.8% | -24.9% | -18.9% |
| 6M | -15.1% | +26.6% | -41.7% | -24.3% |
| YTD | -21.8% | +67.0% | -88.8% | -37.3% |
| 1Y | -24.8% | +55.9% | -80.7% | -38.7% |
| 3Y | +51.9% | +45.5% | +6.4% | +22.2% |
| 5Y | +4.0% | +157.3% | -153.3% | -36.2% |
| All | -40.8% | +61.5% | -102.4% | -78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling