+140.2%
CMS vs OVV
+58.9%
+81.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | +1.7% | +8.0% | -6.3% | +1.5% |
| 30D | +6.2% | -2.0% | +8.2% | +6.2% |
| 3M | +0.6% | +5.4% | -4.8% | +0.4% |
| 6M | -1.8% | +14.3% | -16.0% | -2.3% |
| YTD | +3.8% | +69.4% | -65.6% | +2.0% |
| 1Y | -1.8% | +72.4% | -74.1% | -3.6% |
| 3Y | +39.8% | +58.4% | -18.6% | +37.0% |
| 5Y | +37.1% | +106.1% | -69.0% | +32.3% |
| All | +140.2% | +58.9% | +81.3% | +107.0% |
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