+328.9%
CME vs OVV
+50.1%
+278.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | +0.9% | -16.7% | +17.6% | +2.3% |
| 30D | +13.2% | -1.5% | +14.7% | +13.2% |
| 3M | +16.3% | +1.6% | +14.7% | +16.0% |
| 6M | +7.1% | +2.0% | +5.1% | +6.7% |
| YTD | +15.8% | +56.8% | -41.0% | +11.5% |
| 1Y | +17.1% | +64.8% | -47.8% | +12.2% |
| 3Y | +63.2% | +38.3% | +24.9% | +56.4% |
| 5Y | +70.2% | +84.9% | -14.7% | +55.3% |
| All | +328.9% | +50.1% | +278.8% | +227.3% |
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