+220.7%
CF vs OVV
+160.2%
+60.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.6% |
| 7D | +6.0% | +0.3% | +5.7% | +6.0% |
| 30D | +14.8% | +11.7% | +3.1% | +10.1% |
| 3M | +14.1% | +9.8% | +4.3% | +9.9% |
| 6M | +28.5% | +26.6% | +2.0% | +18.0% |
| YTD | +74.9% | +67.0% | +7.9% | +45.2% |
| 1Y | +61.7% | +55.9% | +5.8% | +36.7% |
| 3Y | +80.3% | +45.5% | +34.8% | +50.9% |
| All | +220.7% | +160.2% | +60.6% | +102.9% |
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