+224.7%
CRWD vs OVV
+89.0%
+135.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -5.5% | -10.7% | +5.3% | -2.7% |
| 30D | -16.9% | -5.3% | -11.6% | -15.9% |
| 3M | +6.6% | +2.4% | +4.2% | +5.7% |
| 6M | +73.2% | +5.7% | +67.6% | +69.5% |
| YTD | +95.1% | +56.8% | +38.3% | +70.0% |
| 1Y | +69.4% | +59.3% | +10.1% | +46.5% |
| 3Y | +379.3% | +49.0% | +330.3% | +309.4% |
| All | +224.7% | +89.0% | +135.8% | +164.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling