+181.4%
CFG vs OVV
+45.7%
+135.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.1% |
| 3M | +11.5% | +9.8% | +1.7% | +7.7% |
| 6M | +19.2% | +26.6% | -7.4% | +8.3% |
| YTD | +23.7% | +67.0% | -43.3% | +0.6% |
| 1Y | +38.8% | +55.9% | -17.1% | +15.3% |
| All | +181.4% | +45.7% | +135.7% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling