-23.4%
CLF vs OVV
+58.8%
-82.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.6% |
| 7D | +10.4% | +8.0% | +2.3% | +6.5% |
| 30D | +0.6% | -2.0% | +2.6% | +1.6% |
| 3M | +4.1% | +5.4% | -1.3% | +1.2% |
| 6M | +15.1% | +14.3% | +0.8% | +6.0% |
| YTD | -4.7% | +69.4% | -74.2% | -31.8% |
| 1Y | +20.4% | +72.4% | -52.0% | -15.3% |
| 3Y | -23.4% | +58.4% | -81.8% | -46.3% |
| All | -23.4% | +58.8% | -82.2% | -46.3% |
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