+77.4%
CDNS vs OVV
+160.2%
-82.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.7% |
| 7D | -14.0% | +0.3% | -14.3% | -14.1% |
| 30D | -13.2% | +11.7% | -24.9% | -15.0% |
| 3M | -28.9% | +9.8% | -38.7% | -30.4% |
| 6M | -4.2% | +26.6% | -30.7% | -9.2% |
| YTD | -6.4% | +67.0% | -73.4% | -16.2% |
| 1Y | -16.2% | +55.9% | -72.1% | -24.3% |
| 3Y | +20.2% | +45.5% | -25.3% | +7.2% |
| All | +77.4% | +160.2% | -82.8% | +48.4% |
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