-66.8%
CPNG vs OVV
+156.2%
-223.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.9% |
| 7D | +7.2% | -7.3% | +14.5% | +8.5% |
| 30D | +3.2% | -3.6% | +6.8% | +3.4% |
| 3M | +0.9% | -2.6% | +3.5% | +0.7% |
| 6M | -3.8% | +7.6% | -11.4% | -6.4% |
| YTD | -30.8% | +59.6% | -90.4% | -38.4% |
| 1Y | -43.5% | +62.2% | -105.7% | -50.0% |
| 3Y | +6.6% | +49.6% | -43.0% | -6.6% |
| 5Y | -45.3% | +98.9% | -144.2% | -53.8% |
| All | -66.8% | +156.2% | -223.1% | -73.9% |
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 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