+550.3%
CMS vs OVV
+148.3%
+402.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | -0.1% |
| 7D | +1.7% | -14.9% | +16.6% | +3.2% |
| 30D | +8.6% | -0.9% | +9.5% | +8.6% |
| 3M | -0.5% | +5.6% | -6.0% | -1.2% |
| 6M | -4.2% | -2.5% | -1.7% | -4.3% |
| YTD | +3.4% | +57.8% | -54.4% | -1.7% |
| 1Y | +0.4% | +70.1% | -69.6% | -5.4% |
| 3Y | +38.2% | +35.1% | +3.1% | +31.1% |
| 5Y | +35.4% | +86.1% | -50.7% | +20.3% |
| 10Y | +131.7% | +55.5% | +76.2% | +78.6% |
| All | +550.3% | +148.3% | +402.0% | +171.0% |
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 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