+322.3%
CMG vs OVV
+55.1%
+267.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | -6.5% | -3.8% | -2.7% | -6.0% |
| 30D | +12.1% | +1.3% | +10.8% | +11.9% |
| 3M | +20.6% | +14.3% | +6.2% | +18.3% |
| 6M | +2.1% | +21.1% | -19.0% | -1.0% |
| YTD | -2.6% | +66.0% | -68.6% | -9.5% |
| 1Y | -8.7% | +59.3% | -68.0% | -14.9% |
| 3Y | -7.4% | +47.6% | -54.9% | -14.4% |
| 5Y | -5.7% | +162.0% | -167.6% | -21.6% |
| 10Y | +322.3% | +56.5% | +265.8% | +187.9% |
| All | +322.3% | +55.1% | +267.2% | +187.9% |
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 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