-35.1%
CLF vs OVV
+35.0%
-70.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.9% | -9.4% | -10.9% |
| 7D | -21.0% | -14.9% | -6.1% | -14.8% |
| 30D | -8.0% | -0.9% | -7.1% | -7.5% |
| 3M | -10.9% | +5.6% | -16.5% | -13.6% |
| 6M | +5.8% | -2.5% | +8.3% | +5.3% |
| YTD | -15.1% | +57.8% | -73.0% | -37.2% |
| 1Y | +7.2% | +70.1% | -62.8% | -25.1% |
| All | -35.1% | +35.0% | -70.1% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling