+240.0%
COF vs OVV
+57.3%
+182.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -6.1% | -2.9% | -3.2% | -5.3% |
| 30D | -5.2% | +0.9% | -6.0% | -5.4% |
| 3M | +17.0% | +11.0% | +6.0% | +13.0% |
| 6M | +12.9% | +22.3% | -9.4% | +5.2% |
| YTD | -13.5% | +65.1% | -78.6% | -26.2% |
| 1Y | -5.9% | +53.1% | -59.0% | -18.4% |
| 3Y | +117.1% | +46.7% | +70.4% | +86.6% |
| 5Y | +45.4% | +155.5% | -110.1% | +2.5% |
| All | +240.0% | +57.3% | +182.8% | +77.2% |
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