+124.3%
COF vs OVV
+47.2%
+77.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.5% | -2.3% |
| 7D | +1.2% | -3.7% | +5.0% | +2.2% |
| 30D | -1.4% | +8.0% | -9.4% | -3.4% |
| 3M | +19.0% | +11.3% | +7.8% | +15.1% |
| 6M | +14.9% | +24.0% | -9.1% | +5.6% |
| YTD | -10.7% | +65.3% | -76.0% | -26.6% |
| 1Y | -1.3% | +60.2% | -61.4% | -18.5% |
| 3Y | +124.3% | +46.9% | +77.4% | +80.5% |
| All | +124.3% | +47.2% | +77.1% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling