+6,781.2%
CME vs OVV
+186.9%
+6,594.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | 0.0% |
| 7D | -1.6% | +0.3% | -1.8% | -1.6% |
| 30D | +6.2% | +11.7% | -5.5% | +4.4% |
| 3M | +10.4% | +9.8% | +0.6% | +8.7% |
| 6M | -9.5% | +26.6% | -36.1% | -13.0% |
| YTD | +6.0% | +67.0% | -61.0% | -2.3% |
| 1Y | +9.3% | +55.9% | -46.6% | +1.4% |
| 3Y | +57.7% | +45.5% | +12.2% | +43.9% |
| 5Y | +77.7% | +157.3% | -79.7% | +40.8% |
| 10Y | +281.2% | +65.0% | +216.2% | +158.4% |
| All | +6,781.2% | +186.9% | +6,594.3% | +5,095.9% |
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