+919.1%
CLS vs OVV
+162.8%
+756.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.3% |
| 7D | +4.6% | +0.3% | +4.3% | +4.4% |
| 30D | -13.9% | +11.7% | -25.6% | -16.8% |
| 3M | -26.6% | +9.8% | -36.4% | -29.0% |
| 6M | +15.4% | +26.6% | -11.1% | +6.6% |
| YTD | +5.7% | +67.0% | -61.4% | -9.8% |
| 1Y | +41.1% | +55.9% | -14.8% | +22.0% |
| 3Y | +1,228.6% | +45.5% | +1,183.1% | +1,059.3% |
| 5Y | +3,240.6% | +157.3% | +3,083.3% | +2,293.4% |
| 10Y | +2,760.3% | +65.0% | +2,695.3% | +1,543.1% |
| All | +919.1% | +162.8% | +756.3% | +284.2% |
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