-32.5%
CLS vs OVV
+60.8%
-93.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.6% |
| 7D | -13.9% | -7.3% | -6.6% | -14.6% |
| 30D | -38.2% | -3.6% | -34.6% | -38.2% |
| 3M | -28.8% | -2.6% | -26.2% | -28.8% |
| 6M | -40.4% | +7.6% | -48.0% | -40.3% |
| YTD | -24.3% | +59.6% | -83.9% | -28.3% |
| All | -32.5% | +60.8% | -93.3% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling