+121.7%
CMS vs OVV
+50.1%
+71.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | -1.3% | -16.7% | +15.3% | -0.8% |
| 30D | +6.3% | -1.5% | +7.8% | +6.3% |
| 3M | -2.1% | +1.6% | -3.6% | -2.2% |
| 6M | -5.1% | +2.0% | -7.1% | -5.3% |
| YTD | +1.3% | +56.8% | -55.6% | -0.3% |
| 1Y | -1.4% | +64.8% | -66.2% | -3.0% |
| 3Y | +36.9% | +38.3% | -1.3% | +34.7% |
| 5Y | +32.5% | +84.9% | -52.3% | +28.4% |
| All | +121.7% | +50.1% | +71.6% | +91.6% |
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