+37.1%
CTSH vs OVV
+51.8%
-14.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.3% |
| 7D | -2.1% | +1.2% | -3.3% | -2.2% |
| 30D | +8.0% | -2.5% | +10.5% | +8.2% |
| 3M | +10.6% | +0.5% | +10.1% | +10.3% |
| 6M | +32.5% | +8.5% | +24.0% | +30.6% |
| YTD | -21.0% | +64.5% | -85.4% | -26.8% |
| 1Y | -9.9% | +64.7% | -74.6% | -16.6% |
| 3Y | +3.1% | +54.1% | -51.0% | -5.2% |
| 5Y | -13.4% | +95.4% | -108.8% | -25.0% |
| 10Y | +37.1% | +54.9% | -17.8% | +0.9% |
| All | +37.1% | +51.8% | -14.7% | +0.9% |
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 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