+961.8%
CRH vs OVV
+160.1%
+801.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.6% |
| 7D | -0.6% | -3.7% | +3.1% | +0.2% |
| 30D | -9.5% | +8.0% | -17.4% | -11.2% |
| 3M | -10.4% | +11.3% | -21.7% | -13.2% |
| 6M | -14.2% | +24.0% | -38.2% | -19.8% |
| YTD | -26.6% | +65.3% | -91.9% | -36.1% |
| 1Y | -18.2% | +60.2% | -78.4% | -28.7% |
| 3Y | +74.9% | +46.9% | +28.0% | +52.0% |
| 5Y | +101.7% | +158.7% | -57.0% | +43.3% |
| 10Y | +249.4% | +50.8% | +198.6% | +106.3% |
| All | +961.8% | +160.1% | +801.7% | +455.3% |
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 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