+1,914.6%
CLS vs OVV
+58.9%
+1,855.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.6% |
| 7D | +16.3% | +8.0% | +8.2% | +14.2% |
| 30D | -25.7% | -2.0% | -23.6% | -25.3% |
| 3M | -30.9% | +5.4% | -36.3% | -32.0% |
| 6M | -35.5% | +14.3% | -49.8% | -38.2% |
| YTD | -18.7% | +69.4% | -88.1% | -30.0% |
| 1Y | -17.9% | +72.4% | -90.3% | -29.6% |
| 3Y | +838.1% | +58.4% | +779.7% | +712.2% |
| 5Y | +1,971.9% | +106.1% | +1,865.8% | +1,530.6% |
| All | +1,914.6% | +58.9% | +1,855.7% | +1,024.9% |
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