-9.3%
COF vs OVV
+65.7%
-75.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +1.2% |
| 7D | -4.5% | +1.2% | -5.7% | -4.2% |
| 30D | -2.0% | -2.5% | +0.5% | -2.4% |
| 3M | -9.7% | +0.5% | -10.2% | -9.5% |
| 6M | +8.0% | +8.5% | -0.5% | +11.3% |
| YTD | -17.7% | +64.5% | -82.2% | -14.7% |
| 1Y | -9.3% | +64.7% | -74.0% | -5.9% |
| All | -9.3% | +65.7% | -75.0% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling