+73.4%
CL vs OVV
+50.1%
+23.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -2.1% |
| 7D | +1.3% | -16.7% | +18.0% | +1.7% |
| 30D | +11.4% | -1.5% | +12.9% | +11.3% |
| 3M | +4.4% | +1.6% | +2.9% | +4.3% |
| 6M | +10.8% | +2.0% | +8.8% | +10.6% |
| YTD | +25.1% | +56.8% | -31.7% | +23.3% |
| 1Y | +28.0% | +64.8% | -36.9% | +25.9% |
| 3Y | +37.6% | +38.3% | -0.7% | +35.4% |
| 5Y | +39.7% | +84.9% | -45.2% | +34.5% |
| All | +73.4% | +50.1% | +23.3% | +49.6% |
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 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