+84.9%
CL vs OVV
+46.5%
+38.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | +0.1% |
| 7D | +2.6% | -7.3% | +9.9% | +2.7% |
| 30D | +11.8% | -3.6% | +15.3% | +11.8% |
| 3M | +5.9% | -2.6% | +8.5% | +5.9% |
| 6M | +13.3% | +7.6% | +5.8% | +13.0% |
| YTD | +27.1% | +59.6% | -32.5% | +25.2% |
| 1Y | +28.0% | +62.2% | -34.2% | +26.0% |
| 3Y | +39.4% | +49.6% | -10.2% | +36.8% |
| 5Y | +40.8% | +98.9% | -58.2% | +35.2% |
| 10Y | +84.9% | +45.1% | +39.7% | +60.0% |
| All | +84.9% | +46.5% | +38.4% | +60.0% |
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