+1,980.9%
CLS vs OVV
+107.0%
+1,873.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.6% |
| 7D | +16.3% | +8.0% | +8.2% | +13.7% |
| 30D | -25.7% | -2.0% | -23.6% | -25.2% |
| 3M | -30.9% | +5.4% | -36.3% | -32.4% |
| 6M | -35.5% | +14.3% | -49.8% | -39.2% |
| YTD | -18.7% | +69.4% | -88.1% | -34.1% |
| 1Y | -17.9% | +72.4% | -90.3% | -33.9% |
| 3Y | +838.1% | +58.4% | +779.7% | +658.9% |
| All | +1,980.9% | +107.0% | +1,873.9% | +1,366.5% |
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 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