+80.1%
CLF vs OVV
+48.9%
+31.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +7.0% | +7.0% |
| 7D | -14.1% | -10.7% | -3.3% | -10.0% |
| 30D | -5.5% | -5.3% | -0.3% | -3.4% |
| 3M | 0.0% | +2.4% | -2.4% | -1.2% |
| 6M | +11.3% | +5.7% | +5.6% | +7.4% |
| YTD | -7.7% | +56.8% | -64.4% | -24.7% |
| 1Y | +17.5% | +59.3% | -41.7% | -5.2% |
| 3Y | -25.4% | +49.0% | -74.4% | -38.9% |
| 5Y | -46.0% | +88.1% | -134.1% | -61.6% |
| 10Y | +80.1% | +42.5% | +37.5% | +8.1% |
| All | +80.1% | +48.9% | +31.2% | +8.1% |
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