-8.7%
CMG vs OVV
+59.6%
-68.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | -6.5% | -3.8% | -2.7% | -6.9% |
| 30D | +12.1% | +1.3% | +10.8% | +12.3% |
| 3M | +20.6% | +14.3% | +6.2% | +23.3% |
| 6M | +2.1% | +21.1% | -19.0% | +3.5% |
| YTD | -2.6% | +66.0% | -68.6% | -3.5% |
| 1Y | -8.7% | +59.3% | -68.0% | -8.9% |
| All | -8.7% | +59.6% | -68.3% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling