+329.1%
COF vs OVV
+164.5%
+164.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.5% |
| 7D | -5.0% | +6.5% | -11.6% | -6.9% |
| 30D | -2.3% | -2.7% | +0.4% | -1.8% |
| 3M | -12.7% | +3.1% | -15.8% | -14.0% |
| 6M | +6.2% | +12.8% | -6.6% | +0.6% |
| YTD | -19.2% | +68.1% | -87.3% | -33.4% |
| 1Y | -11.5% | +73.6% | -85.1% | -28.1% |
| 3Y | +92.8% | +57.6% | +35.2% | +57.9% |
| 5Y | +34.3% | +104.5% | -70.2% | -5.5% |
| 10Y | +183.0% | +58.4% | +124.6% | +47.0% |
| All | +329.1% | +164.5% | +164.5% | +34.9% |
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 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