+7,418.1%
CME vs OVV
+169.4%
+7,248.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +0.9% | -16.7% | +17.6% | +3.6% |
| 30D | +13.2% | -1.5% | +14.7% | +13.3% |
| 3M | +16.3% | +1.6% | +14.7% | +15.7% |
| 6M | +7.1% | +2.0% | +5.1% | +6.3% |
| YTD | +15.8% | +56.8% | -41.0% | +7.5% |
| 1Y | +17.1% | +64.8% | -47.8% | +7.7% |
| 3Y | +63.2% | +38.3% | +24.9% | +50.1% |
| 5Y | +70.2% | +84.9% | -14.7% | +42.5% |
| 10Y | +337.0% | +54.5% | +282.5% | +200.6% |
| All | +7,418.1% | +169.4% | +7,248.8% | +5,619.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling