-8.3%
CNC vs OVV
+85.0%
-93.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +3.0% | -10.7% | +13.8% | +3.7% |
| 30D | +4.9% | -5.3% | +10.2% | +5.1% |
| 3M | +4.2% | +2.4% | +1.8% | +3.9% |
| 6M | +22.5% | +5.7% | +16.8% | +21.6% |
| YTD | +66.6% | +56.8% | +9.8% | +61.2% |
| 1Y | +82.5% | +59.3% | +23.2% | +76.3% |
| 3Y | -4.1% | +49.0% | -53.1% | -8.1% |
| 5Y | -8.3% | +88.1% | -96.5% | -15.1% |
| All | -8.3% | +85.0% | -93.4% | -15.1% |
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 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