+299.5%
CME vs OVV
+48.9%
+250.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | -10.7% | +10.2% | +0.3% |
| 30D | +8.5% | -5.3% | +13.8% | +8.9% |
| 3M | +16.0% | +2.4% | +13.6% | +15.7% |
| 6M | +9.3% | +5.7% | +3.7% | +8.6% |
| YTD | +15.3% | +56.8% | -41.4% | +11.0% |
| 1Y | +14.4% | +59.3% | -44.9% | +9.9% |
| 3Y | +59.9% | +49.0% | +11.0% | +52.4% |
| 5Y | +69.4% | +88.1% | -18.7% | +54.5% |
| 10Y | +299.5% | +42.5% | +257.0% | +206.5% |
| All | +299.5% | +48.9% | +250.6% | +206.5% |
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 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