+2,755.1%
CLS vs OVV
+63.7%
+2,691.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.2% |
| 7D | +4.6% | +0.3% | +4.3% | +4.4% |
| 30D | -13.9% | +11.7% | -25.6% | -16.4% |
| 3M | -26.6% | +9.8% | -36.4% | -28.8% |
| 6M | +15.4% | +26.6% | -11.1% | +7.6% |
| YTD | +5.7% | +67.0% | -61.4% | -8.3% |
| 1Y | +41.1% | +55.9% | -14.8% | +24.0% |
| 3Y | +1,228.6% | +45.5% | +1,183.1% | +1,075.5% |
| 5Y | +3,240.6% | +157.3% | +3,083.3% | +2,425.1% |
| All | +2,755.1% | +63.7% | +2,691.5% | +1,488.2% |
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