-52.8%
CPNG vs OVV
+153.1%
-205.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.9% |
| 7D | -6.3% | -3.7% | -2.5% | -5.5% |
| 30D | -8.7% | +8.0% | -16.7% | -10.3% |
| 3M | -2.4% | +11.3% | -13.7% | -5.2% |
| 6M | -22.3% | +24.0% | -46.3% | -26.7% |
| YTD | -37.2% | +65.3% | -102.5% | -44.7% |
| 1Y | -53.0% | +60.2% | -113.1% | -58.5% |
| 3Y | -20.0% | +46.9% | -67.0% | -30.1% |
| 5Y | -52.8% | +158.7% | -211.5% | -62.6% |
| All | -52.8% | +153.1% | -205.9% | -62.6% |
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