+5,967.0%
CF vs OVV
-12.9%
+5,979.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.4% |
| 3M | +14.1% | +9.8% | +4.3% | +10.1% |
| 6M | +28.5% | +26.6% | +2.0% | +18.4% |
| YTD | +74.9% | +67.0% | +7.9% | +45.8% |
| 1Y | +61.7% | +55.9% | +5.8% | +37.3% |
| 3Y | +80.3% | +45.5% | +34.8% | +51.3% |
| 5Y | +226.0% | +157.3% | +68.6% | +109.0% |
| 10Y | +569.9% | +65.0% | +504.9% | +233.6% |
| All | +5,967.0% | -12.9% | +5,979.9% | +4,165.7% |
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 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