+774.9%
CLS vs OVV
+47.3%
+727.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +7.9% |
| 7D | -10.6% | -10.7% | +0.2% | -7.1% |
| 30D | -38.4% | -5.3% | -33.2% | -37.4% |
| 3M | -29.9% | +2.4% | -32.3% | -31.2% |
| 6M | -40.6% | +5.7% | -46.3% | -43.2% |
| YTD | -24.6% | +56.8% | -81.3% | -41.2% |
| 1Y | -30.8% | +59.3% | -90.1% | -46.7% |
| All | +774.9% | +47.3% | +727.6% | +577.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling