+303.4%
CME vs OVV
+58.9%
+244.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +3.9% | +8.0% | -4.1% | +3.3% |
| 30D | +11.3% | -2.0% | +13.4% | +11.5% |
| 3M | +19.6% | +5.4% | +14.1% | +18.9% |
| 6M | +8.1% | +14.3% | -6.2% | +6.7% |
| YTD | +20.4% | +69.4% | -49.0% | +15.2% |
| 1Y | +16.5% | +72.4% | -55.9% | +11.3% |
| 3Y | +66.4% | +58.4% | +8.1% | +57.9% |
| 5Y | +74.5% | +106.1% | -31.6% | +58.0% |
| All | +303.4% | +58.9% | +244.5% | +208.4% |
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