-3.7%
COF vs OVV
+59.6%
-63.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.4% |
| 7D | -2.7% | -3.8% | +1.1% | -3.3% |
| 30D | -3.4% | +1.3% | -4.6% | -3.1% |
| 3M | +15.4% | +14.3% | +1.1% | +18.6% |
| 6M | +14.4% | +21.1% | -6.7% | +16.8% |
| YTD | -12.0% | +66.0% | -78.0% | -11.7% |
| 1Y | -3.7% | +59.3% | -63.0% | -3.6% |
| All | -3.7% | +59.6% | -63.4% | -3.6% |
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