+49.3%
CL vs OVV
+63.7%
-14.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.4% |
| 7D | -2.2% | +0.3% | -2.4% | -2.2% |
| 30D | -4.8% | +11.7% | -16.6% | -5.1% |
| 3M | +4.9% | +9.8% | -4.9% | +4.6% |
| 6M | -5.7% | +26.6% | -32.3% | -6.4% |
| YTD | +14.4% | +67.0% | -52.6% | +12.6% |
| 1Y | +8.7% | +55.9% | -47.2% | +7.2% |
| 3Y | +30.0% | +45.5% | -15.5% | +27.8% |
| 5Y | +28.4% | +157.3% | -129.0% | +22.2% |
| All | +49.3% | +63.7% | -14.3% | +26.4% |
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