+29.3%
CLX vs OVV
+46.5%
-17.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +1.1% |
| 7D | +13.6% | -7.3% | +20.9% | +13.5% |
| 30D | +29.1% | -3.6% | +32.6% | +29.0% |
| 3M | +1.6% | -2.6% | +4.2% | +1.6% |
| 6M | +18.7% | +7.6% | +11.1% | +19.0% |
| YTD | +11.1% | +59.6% | -48.5% | +12.1% |
| 1Y | +7.0% | +62.2% | -55.2% | +8.0% |
| 3Y | -10.0% | +49.6% | -59.6% | -9.1% |
| 5Y | -22.6% | +98.9% | -121.6% | -20.8% |
| 10Y | +29.3% | +45.1% | -15.8% | +33.4% |
| All | +29.3% | +46.5% | -17.2% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling