+64.0%
CFG vs OVV
+88.6%
-24.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.3% | -2.4% |
| 7D | -2.2% | -14.9% | +12.7% | +1.9% |
| 30D | +0.4% | -0.9% | +1.3% | +0.2% |
| 3M | -12.6% | +5.6% | -18.2% | -14.4% |
| 6M | +0.6% | -2.5% | +3.1% | 0.0% |
| YTD | +12.4% | +57.8% | -45.4% | -4.1% |
| 1Y | +27.7% | +70.1% | -42.4% | +6.1% |
| 3Y | +172.4% | +35.1% | +137.2% | +135.7% |
| 5Y | +64.0% | +86.1% | -22.1% | +19.6% |
| All | +64.0% | +88.6% | -24.6% | +19.6% |
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