+175.7%
COF vs OVV
+58.9%
+116.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -3.4% | +8.0% | -11.4% | -5.3% |
| 30D | +0.4% | -2.0% | +2.4% | +0.6% |
| 3M | -12.5% | +5.4% | -18.0% | -14.2% |
| 6M | +8.3% | +14.3% | -6.0% | +3.1% |
| YTD | -18.6% | +69.4% | -88.0% | -31.4% |
| 1Y | -8.6% | +72.4% | -81.0% | -23.5% |
| 3Y | +94.7% | +58.4% | +36.3% | +63.5% |
| 5Y | +35.3% | +106.1% | -70.8% | +0.3% |
| All | +175.7% | +58.9% | +116.9% | +41.2% |
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