+574.3%
CLS vs OVV
+146.7%
+427.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -22.2% | -16.7% | -5.5% | -18.2% |
| 30D | -44.4% | -1.5% | -42.9% | -44.2% |
| 3M | -34.3% | +1.6% | -35.9% | -35.0% |
| 6M | -50.1% | +2.0% | -52.1% | -51.0% |
| YTD | -30.1% | +56.8% | -86.9% | -39.6% |
| 1Y | -39.3% | +64.8% | -104.2% | -48.4% |
| 3Y | +732.7% | +38.3% | +694.4% | +635.2% |
| 5Y | +1,777.2% | +84.9% | +1,692.3% | +1,360.6% |
| 10Y | +1,645.6% | +54.5% | +1,591.1% | +925.1% |
| All | +574.3% | +146.7% | +427.6% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling