+126.8%
COP vs OVV
+104.2%
+22.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.4% | -0.1% |
| 7D | +0.7% | +1.2% | -0.6% | -0.1% |
| 30D | +0.2% | -2.5% | +2.8% | +1.7% |
| 3M | +10.2% | +0.5% | +9.7% | +9.9% |
| 6M | +20.1% | +8.5% | +11.6% | +14.3% |
| YTD | +50.5% | +64.5% | -13.9% | +11.9% |
| 1Y | +56.8% | +64.7% | -7.9% | +16.3% |
| 3Y | +30.3% | +54.1% | -23.9% | -2.8% |
| 5Y | +126.8% | +95.4% | +31.4% | +42.7% |
| All | +126.8% | +104.2% | +22.7% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling