+6,382.4%
CMI vs OVV
+151.1%
+6,231.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.5% | -3.1% |
| 7D | -9.3% | -7.3% | -2.0% | -7.3% |
| 30D | -13.2% | -3.6% | -9.7% | -12.5% |
| 3M | -28.2% | -2.6% | -25.6% | -28.0% |
| 6M | -32.7% | +7.6% | -40.3% | -34.9% |
| YTD | -10.1% | +59.6% | -69.7% | -22.9% |
| 1Y | -4.9% | +62.2% | -67.1% | -19.0% |
| 3Y | +120.4% | +49.6% | +70.8% | +87.3% |
| 5Y | +114.3% | +98.9% | +15.3% | +55.6% |
| 10Y | +324.8% | +45.1% | +279.7% | +133.6% |
| All | +6,382.4% | +151.1% | +6,231.3% | +2,226.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling