+25.9%
CMS vs OVV
+160.2%
-134.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | -0.2% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | -3.6% | +11.7% | -15.3% | -3.9% |
| 3M | -1.9% | +9.8% | -11.7% | -2.2% |
| 6M | -11.0% | +26.6% | -37.5% | -11.6% |
| YTD | +0.2% | +67.0% | -66.8% | -1.3% |
| 1Y | -1.3% | +55.9% | -57.2% | -2.7% |
| 3Y | +35.9% | +45.5% | -9.6% | +33.6% |
| All | +25.9% | +160.2% | -134.3% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling