+34.8%
CTSH vs OVV
+58.9%
-24.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -2.1% | +8.0% | -10.2% | -3.2% |
| 30D | +1.4% | -2.0% | +3.4% | +1.5% |
| 3M | +7.5% | +5.4% | +2.0% | +6.5% |
| 6M | +39.6% | +14.3% | +25.3% | +36.6% |
| YTD | -22.3% | +69.4% | -91.7% | -28.3% |
| 1Y | -12.0% | +72.4% | -84.3% | -19.0% |
| 3Y | +1.8% | +58.4% | -56.6% | -6.8% |
| 5Y | -15.8% | +106.1% | -121.9% | -27.6% |
| All | +34.8% | +58.9% | -24.0% | -1.7% |
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