+563.4%
CF vs OVV
+51.1%
+512.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.0% | +7.0% |
| 7D | +0.4% | -14.9% | +15.3% | +5.4% |
| 30D | +2.2% | -0.9% | +3.1% | +2.3% |
| 3M | +2.1% | +5.6% | -3.5% | +0.3% |
| 6M | -6.5% | -2.5% | -4.1% | -6.0% |
| YTD | +55.6% | +57.8% | -2.3% | +36.2% |
| 1Y | +42.3% | +70.1% | -27.8% | +21.5% |
| 3Y | +55.7% | +35.1% | +20.6% | +38.4% |
| 5Y | +122.4% | +86.1% | +36.3% | +73.4% |
| All | +563.4% | +51.1% | +512.3% | +308.7% |
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