+288.0%
CME vs OVV
+46.5%
+241.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.4% |
| 7D | +1.7% | -7.3% | +8.9% | +2.2% |
| 30D | +10.2% | -3.6% | +13.7% | +10.4% |
| 3M | +17.8% | -2.6% | +20.4% | +17.9% |
| 6M | +11.0% | +7.6% | +3.4% | +10.1% |
| YTD | +17.0% | +59.6% | -42.6% | +12.5% |
| 1Y | +15.8% | +62.2% | -46.4% | +11.1% |
| 3Y | +61.8% | +49.6% | +12.2% | +54.1% |
| 5Y | +72.5% | +98.9% | -26.4% | +56.6% |
| 10Y | +288.0% | +45.1% | +242.9% | +196.1% |
| All | +288.0% | +46.5% | +241.5% | +196.1% |
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