+237.6%
CFG vs OVV
+50.1%
+187.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -0.9% | -16.7% | +15.8% | +4.4% |
| 30D | +1.1% | -1.5% | +2.6% | +1.1% |
| 3M | -12.0% | +1.6% | -13.6% | -13.0% |
| 6M | -2.2% | +2.0% | -4.3% | -4.2% |
| YTD | +11.4% | +56.8% | -45.4% | -5.5% |
| 1Y | +27.8% | +64.8% | -37.0% | +6.5% |
| 3Y | +173.3% | +38.3% | +135.0% | +134.8% |
| 5Y | +62.4% | +84.9% | -22.4% | +18.6% |
| All | +237.6% | +50.1% | +187.5% | +56.8% |
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