+5,062.8%
CRM vs OVV
+87.2%
+4,975.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | 0.0% |
| 7D | +2.0% | +8.0% | -6.1% | +0.4% |
| 30D | -7.7% | -2.0% | -5.6% | -7.5% |
| 3M | +8.4% | +5.4% | +2.9% | +7.0% |
| 6M | +31.9% | +14.3% | +17.7% | +27.8% |
| YTD | -17.2% | +69.4% | -86.6% | -26.4% |
| 1Y | -8.6% | +72.4% | -81.0% | -19.2% |
| 3Y | +3.1% | +58.4% | -55.3% | -9.5% |
| 5Y | -27.6% | +106.1% | -133.7% | -42.3% |
| 10Y | +197.6% | +59.6% | +138.0% | +89.8% |
| All | +5,062.8% | +87.2% | +4,975.5% | +3,213.9% |
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