+122.4%
CF vs OVV
+88.6%
+33.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.0% | +7.3% |
| 7D | +0.4% | -14.9% | +15.3% | +6.9% |
| 30D | +2.2% | -0.9% | +3.1% | +2.3% |
| 3M | +2.1% | +5.6% | -3.5% | -0.2% |
| 6M | -6.5% | -2.5% | -4.1% | -6.0% |
| YTD | +55.6% | +57.8% | -2.3% | +31.6% |
| 1Y | +42.3% | +70.1% | -27.8% | +16.8% |
| 3Y | +55.7% | +35.1% | +20.6% | +34.2% |
| 5Y | +122.4% | +86.1% | +36.3% | +57.7% |
| All | +122.4% | +88.6% | +33.9% | +57.7% |
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 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