-69.0%
CPNG vs OVV
+168.1%
-237.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | -7.4% | +0.3% | -7.7% | -7.5% |
| 30D | -4.4% | +11.7% | -16.2% | -6.6% |
| 3M | -7.5% | +9.8% | -17.3% | -9.6% |
| 6M | -19.9% | +26.6% | -46.5% | -24.5% |
| YTD | -35.2% | +67.0% | -102.2% | -42.5% |
| 1Y | -46.8% | +55.9% | -102.7% | -52.3% |
| 3Y | -20.2% | +45.5% | -65.7% | -29.3% |
| 5Y | -48.4% | +157.3% | -205.8% | -57.4% |
| All | -69.0% | +168.1% | -237.1% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling