+325.9%
CMG vs OVV
+58.9%
+267.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +2.5% | +8.0% | -5.6% | +1.5% |
| 30D | +15.6% | -2.0% | +17.6% | +15.7% |
| 3M | +8.2% | +5.4% | +2.8% | +7.2% |
| 6M | +9.9% | +14.3% | -4.4% | +7.4% |
| YTD | -4.6% | +69.4% | -74.1% | -11.8% |
| 1Y | +12.4% | +72.4% | -59.9% | +3.6% |
| 3Y | -18.0% | +58.4% | -76.4% | -24.9% |
| 5Y | -5.3% | +106.1% | -111.4% | -18.7% |
| All | +325.9% | +58.9% | +267.0% | +187.8% |
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 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