+154.1%
CMI vs OVV
+47.2%
+106.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | +1.9% | -3.7% | +5.6% | +2.8% |
| 30D | -12.5% | +8.0% | -20.5% | -14.3% |
| 3M | -16.2% | +11.3% | -27.5% | -18.9% |
| 6M | +4.9% | +24.0% | -19.1% | -3.0% |
| YTD | +11.1% | +65.3% | -54.2% | -6.7% |
| 1Y | +43.4% | +60.2% | -16.8% | +20.9% |
| 3Y | +154.1% | +46.9% | +107.1% | +110.4% |
| All | +154.1% | +47.2% | +106.8% | +110.4% |
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