+514.2%
CNP vs OVV
+146.7%
+367.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +1.8% |
| 7D | -4.2% | -16.7% | +12.5% | -1.4% |
| 30D | +5.5% | -1.5% | +7.0% | +5.7% |
| 3M | +0.6% | +1.6% | -1.0% | 0.0% |
| 6M | -2.8% | +2.0% | -4.9% | -3.7% |
| YTD | +7.9% | +56.8% | -48.9% | -0.7% |
| 1Y | +6.7% | +64.8% | -58.2% | -2.7% |
| 3Y | +61.1% | +38.3% | +22.9% | +47.4% |
| 5Y | +73.0% | +84.9% | -11.9% | +43.4% |
| 10Y | +141.9% | +54.5% | +87.4% | +58.4% |
| All | +514.2% | +146.7% | +367.5% | +348.1% |
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 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