+362.4%
CFG vs OVV
-20.9%
+383.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | +11.5% | +9.8% | +1.7% | +8.0% |
| 6M | +19.2% | +26.6% | -7.4% | +10.4% |
| YTD | +23.7% | +67.0% | -43.3% | +5.9% |
| 1Y | +38.8% | +55.9% | -17.1% | +20.6% |
| 3Y | +178.9% | +45.5% | +133.4% | +142.1% |
| 5Y | +101.8% | +157.3% | -55.6% | +42.5% |
| 10Y | +317.3% | +65.0% | +252.3% | +116.5% |
| All | +362.4% | -20.9% | +383.3% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling