+323.8%
CFG vs OVV
+63.7%
+260.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.4% |
| 7D | +1.5% | +0.3% | +1.3% | +1.4% |
| 30D | -3.8% | +11.7% | -15.6% | -7.2% |
| 3M | +11.5% | +9.8% | +1.7% | +7.6% |
| 6M | +19.2% | +26.6% | -7.4% | +9.2% |
| YTD | +23.7% | +67.0% | -43.3% | +3.7% |
| 1Y | +38.8% | +55.9% | -17.1% | +18.2% |
| 3Y | +178.9% | +45.5% | +133.4% | +137.0% |
| 5Y | +101.8% | +157.3% | -55.6% | +34.0% |
| All | +323.8% | +63.7% | +260.1% | +94.7% |
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 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