+67.1%
CFG vs OVV
+85.0%
-18.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +3.0% | +2.9% |
| 7D | +0.3% | -10.7% | +11.0% | +3.2% |
| 30D | +3.2% | -5.3% | +8.5% | +4.3% |
| 3M | -9.7% | +2.4% | -12.1% | -10.9% |
| 6M | +3.6% | +5.7% | -2.0% | +0.7% |
| YTD | +14.7% | +56.8% | -42.1% | -2.1% |
| 1Y | +29.6% | +59.3% | -29.7% | +9.8% |
| 3Y | +190.6% | +49.0% | +141.6% | +145.2% |
| 5Y | +67.1% | +88.1% | -21.1% | +21.2% |
| All | +67.1% | +85.0% | -18.0% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling