+2,005.0%
CLS vs OVV
+104.2%
+1,900.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.0% | +5.5% | +7.6% |
| 7D | +2.8% | +1.2% | +1.5% | +2.5% |
| 30D | -30.1% | -2.5% | -27.6% | -29.6% |
| 3M | -21.7% | +0.5% | -22.2% | -22.4% |
| 6M | -36.2% | +8.5% | -44.7% | -38.9% |
| YTD | -17.8% | +64.5% | -82.3% | -32.8% |
| 1Y | -26.8% | +64.7% | -91.5% | -40.3% |
| 3Y | +853.4% | +54.1% | +799.2% | +677.8% |
| 5Y | +2,005.0% | +95.4% | +1,909.6% | +1,408.3% |
| All | +2,005.0% | +104.2% | +1,900.9% | +1,408.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling