+38.7%
CTSH vs OVV
+46.5%
-7.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +2.0% |
| 7D | +1.8% | -7.3% | +9.1% | +2.8% |
| 30D | +9.8% | -3.6% | +13.4% | +10.2% |
| 3M | +12.1% | -2.6% | +14.8% | +12.3% |
| 6M | +27.4% | +7.6% | +19.8% | +25.7% |
| YTD | -20.3% | +59.6% | -79.9% | -25.8% |
| 1Y | -8.8% | +62.2% | -71.0% | -15.4% |
| 3Y | +4.0% | +49.6% | -45.6% | -4.0% |
| 5Y | -12.2% | +98.9% | -111.1% | -24.1% |
| 10Y | +38.7% | +45.1% | -6.4% | +1.2% |
| All | +38.7% | +46.5% | -7.8% | +1.2% |
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