+332.6%
CMI vs OVV
+58.9%
+273.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +0.5% | +8.0% | -7.6% | -0.9% |
| 30D | -14.0% | -2.0% | -12.0% | -13.8% |
| 3M | -28.1% | +5.4% | -33.6% | -29.0% |
| 6M | -35.8% | +14.3% | -50.1% | -37.7% |
| YTD | -10.5% | +69.4% | -79.9% | -19.4% |
| 1Y | -1.9% | +72.4% | -74.2% | -12.0% |
| 3Y | +121.0% | +58.4% | +62.6% | +98.4% |
| 5Y | +114.6% | +106.1% | +8.4% | +78.6% |
| All | +332.6% | +58.9% | +273.7% | +199.8% |
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