+7,903.4%
CMI vs OVV
+162.8%
+7,740.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.3% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -13.4% | +11.7% | -25.2% | -16.3% |
| 3M | -17.0% | +9.8% | -26.8% | -19.7% |
| 6M | -1.6% | +26.6% | -28.2% | -9.4% |
| YTD | +11.0% | +67.0% | -56.0% | -5.7% |
| 1Y | +41.9% | +55.9% | -14.0% | +22.3% |
| 3Y | +151.8% | +45.5% | +106.3% | +115.8% |
| 5Y | +163.6% | +157.3% | +6.2% | +77.9% |
| 10Y | +472.9% | +65.0% | +407.9% | +198.0% |
| All | +7,903.4% | +162.8% | +7,740.7% | +2,747.1% |
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