-21.8%
CLX vs OVV
+101.5%
-123.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -1.0% | +1.3% |
| 7D | +8.5% | +6.5% | +2.0% | +8.7% |
| 30D | +30.0% | -2.7% | +32.6% | +29.9% |
| 3M | +3.8% | +3.1% | +0.6% | +3.9% |
| 6M | +24.6% | +12.8% | +11.8% | +25.0% |
| YTD | +12.8% | +68.1% | -55.4% | +12.8% |
| 1Y | +8.6% | +73.6% | -65.1% | +8.6% |
| 3Y | -8.6% | +57.6% | -66.2% | -8.7% |
| 5Y | -21.8% | +104.5% | -126.3% | -18.5% |
| All | -21.8% | +101.5% | -123.3% | -18.5% |
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