+1,751.5%
CLS vs OVV
+48.9%
+1,702.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +7.9% |
| 7D | -10.6% | -10.7% | +0.2% | -8.0% |
| 30D | -38.4% | -5.3% | -33.2% | -37.7% |
| 3M | -29.9% | +2.4% | -32.3% | -30.7% |
| 6M | -40.6% | +5.7% | -46.3% | -42.1% |
| YTD | -24.6% | +56.8% | -81.3% | -33.9% |
| 1Y | -30.8% | +59.3% | -90.1% | -39.7% |
| 3Y | +811.7% | +49.0% | +762.8% | +700.8% |
| 5Y | +1,838.4% | +88.1% | +1,750.3% | +1,457.3% |
| 10Y | +1,751.5% | +42.5% | +1,708.9% | +952.6% |
| All | +1,751.5% | +48.9% | +1,702.6% | +952.6% |
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 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