-17.9%
CLS vs OVV
+75.5%
-93.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.4% |
| 7D | +16.3% | +8.0% | +8.2% | +16.7% |
| 30D | -25.7% | -2.0% | -23.6% | -25.9% |
| 3M | -30.9% | +5.4% | -36.3% | -30.5% |
| 6M | -35.5% | +14.3% | -49.8% | -35.4% |
| YTD | -18.7% | +69.4% | -88.1% | -25.0% |
| 1Y | -17.9% | +72.4% | -90.3% | -24.5% |
| All | -17.9% | +75.5% | -93.4% | -24.5% |
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