+358.4%
CMG vs OVV
+46.5%
+311.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.3% |
| 7D | +8.0% | -7.3% | +15.3% | +8.9% |
| 30D | +13.7% | -3.6% | +17.3% | +14.0% |
| 3M | +11.8% | -2.6% | +14.4% | +11.8% |
| 6M | +10.6% | +7.6% | +3.0% | +8.9% |
| YTD | -2.9% | +59.6% | -62.5% | -9.6% |
| 1Y | +17.8% | +62.2% | -44.4% | +9.4% |
| 3Y | -15.3% | +49.6% | -64.9% | -21.9% |
| 5Y | -0.9% | +98.9% | -99.8% | -14.5% |
| 10Y | +358.4% | +45.1% | +313.2% | +213.1% |
| All | +358.4% | +46.5% | +311.8% | +213.1% |
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