+17.2%
CME vs OVV
+70.1%
-52.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.4% |
| 7D | +2.7% | +6.5% | -3.8% | +1.9% |
| 30D | +13.5% | -2.7% | +16.1% | +13.7% |
| 3M | +20.9% | +3.1% | +17.8% | +20.0% |
| 6M | +11.5% | +12.8% | -1.3% | +9.3% |
| YTD | +19.5% | +68.1% | -48.7% | +12.9% |
| 1Y | +17.2% | +73.6% | -56.4% | +10.5% |
| All | +17.2% | +70.1% | -52.9% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling