+58.2%
CCL vs OVV
+151.1%
-92.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.8% |
| 7D | +5.8% | -7.3% | +13.1% | +8.0% |
| 30D | +17.3% | -3.6% | +20.8% | +17.9% |
| 3M | +11.3% | -2.6% | +14.0% | +11.1% |
| 6M | +18.5% | +7.6% | +10.9% | +13.2% |
| YTD | +2.8% | +59.6% | -56.8% | -14.7% |
| 1Y | +16.7% | +62.2% | -45.5% | -3.9% |
| 3Y | +146.0% | +49.6% | +96.4% | +101.9% |
| 5Y | +33.6% | +98.9% | -65.3% | -4.4% |
| 10Y | -29.4% | +45.1% | -74.6% | -62.6% |
| All | +58.2% | +151.1% | -92.9% | -39.2% |
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