+238.9%
CRM vs OVV
+56.5%
+182.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -4.4% | -1.7% | -2.8% | -4.2% |
| 30D | +28.1% | +0.8% | +27.4% | +28.0% |
| 3M | +48.8% | +13.3% | +35.6% | +46.2% |
| 6M | +28.3% | +16.9% | +11.3% | +25.3% |
| YTD | -6.0% | +64.3% | -70.3% | -12.3% |
| 1Y | +1.4% | +54.2% | -52.7% | -4.8% |
| 3Y | +11.8% | +51.3% | -39.5% | +3.7% |
| 5Y | -2.0% | +154.3% | -156.3% | -15.8% |
| All | +238.9% | +56.5% | +182.4% | +152.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling