+386.7%
COF vs OVV
+162.8%
+223.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | +1.8% | +0.3% | +1.6% | +1.7% |
| 30D | -0.6% | +11.7% | -12.3% | -4.1% |
| 3M | +20.3% | +9.8% | +10.5% | +15.7% |
| 6M | +13.0% | +26.6% | -13.5% | +2.9% |
| YTD | -8.3% | +67.0% | -75.4% | -23.9% |
| 1Y | -1.5% | +55.9% | -57.4% | -17.0% |
| 3Y | +122.3% | +45.5% | +76.8% | +86.8% |
| 5Y | +52.5% | +157.3% | -104.9% | +0.1% |
| 10Y | +264.9% | +65.0% | +199.9% | +85.7% |
| All | +386.7% | +162.8% | +223.9% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling