-6.5%
CRS vs OVV
+58.4%
-65.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | 0.0% | +9.7% | +9.7% |
| 7D | +4.9% | -10.7% | +15.7% | +2.8% |
| 30D | -20.8% | -5.3% | -15.5% | -21.4% |
| 3M | -46.4% | +2.4% | -48.8% | -45.9% |
| 6M | -28.6% | +5.7% | -34.2% | -26.9% |
| YTD | -2.8% | +56.8% | -59.6% | +2.0% |
| All | -6.5% | +58.4% | -65.0% | -2.4% |
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