-70.0%
CPNG vs OVV
+166.5%
-236.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | -7.6% | -3.8% | -3.8% | -6.9% |
| 30D | -8.8% | +1.3% | -10.1% | -9.1% |
| 3M | -7.2% | +14.3% | -21.6% | -10.2% |
| 6M | -21.5% | +21.1% | -42.6% | -25.3% |
| YTD | -37.4% | +66.0% | -103.5% | -44.4% |
| 1Y | -54.3% | +59.3% | -113.6% | -59.2% |
| 3Y | -20.3% | +47.6% | -67.9% | -29.6% |
| 5Y | -51.2% | +162.0% | -213.2% | -59.7% |
| All | -70.0% | +166.5% | -236.5% | -76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling