+4,981.1%
CF vs OVV
-15.3%
+4,996.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.6% | +1.2% | -2.3% |
| 7D | -6.9% | -12.1% | +5.2% | -2.4% |
| 30D | -3.7% | +2.9% | -6.6% | -4.8% |
| 3M | -5.0% | +3.7% | -8.6% | -6.4% |
| 6M | -10.5% | +0.6% | -11.1% | -10.9% |
| YTD | +46.5% | +62.5% | -15.9% | +23.1% |
| 1Y | +34.8% | +72.0% | -37.2% | +10.6% |
| 3Y | +46.7% | +39.1% | +7.6% | +25.2% |
| 5Y | +112.0% | +98.5% | +13.5% | +49.4% |
| 10Y | +529.7% | +60.1% | +469.6% | +220.3% |
| All | +4,981.1% | -15.3% | +4,996.4% | +3,501.3% |
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