-44.7%
CPNG vs OVV
+85.0%
-129.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +11.7% | -10.7% | +22.4% | +14.0% |
| 30D | +3.8% | -5.3% | +9.1% | +4.4% |
| 3M | +1.2% | +2.4% | -1.2% | -0.2% |
| 6M | -3.3% | +5.7% | -8.9% | -5.7% |
| YTD | -30.4% | +56.8% | -87.2% | -38.5% |
| 1Y | -43.1% | +59.3% | -102.4% | -50.0% |
| 3Y | +8.2% | +49.0% | -40.7% | -6.4% |
| 5Y | -44.7% | +88.1% | -132.8% | -52.3% |
| All | -44.7% | +85.0% | -129.7% | -52.3% |
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