+208.5%
CFG vs OVV
+58.9%
+149.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +3.2% | +8.0% | -4.9% | +0.8% |
| 30D | +5.1% | -2.0% | +7.2% | +5.4% |
| 3M | -11.2% | +5.4% | -16.7% | -13.2% |
| 6M | +9.6% | +14.3% | -4.7% | +3.7% |
| YTD | +15.0% | +69.4% | -54.5% | -4.7% |
| 1Y | +29.9% | +72.4% | -42.5% | +6.9% |
| 3Y | +192.1% | +58.4% | +133.7% | +140.9% |
| 5Y | +62.3% | +106.1% | -43.8% | +14.7% |
| All | +208.5% | +58.9% | +149.7% | +39.4% |
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