-5.0%
CMG vs OVV
+47.2%
-52.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -1.5% | -3.7% | +2.3% | -1.2% |
| 30D | +12.7% | +8.0% | +4.7% | +12.2% |
| 3M | +26.3% | +11.3% | +15.0% | +25.4% |
| 6M | +4.5% | +24.0% | -19.5% | +2.0% |
| YTD | -0.1% | +65.3% | -65.4% | -6.2% |
| 1Y | -6.8% | +60.2% | -66.9% | -12.3% |
| 3Y | -5.0% | +46.9% | -51.9% | -11.7% |
| All | -5.0% | +47.2% | -52.2% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling