-11.2%
CRM vs OVV
+72.9%
-84.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -2.0% |
| 7D | -3.7% | -14.9% | +11.2% | -3.3% |
| 30D | -1.1% | -0.9% | -0.2% | -1.2% |
| 3M | +15.5% | +5.6% | +9.9% | +15.8% |
| 6M | +19.5% | -2.5% | +21.9% | +18.4% |
| YTD | -15.5% | +57.8% | -73.3% | -9.7% |
| 1Y | -11.2% | +70.1% | -81.3% | -3.6% |
| All | -11.2% | +72.9% | -84.1% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling