+219.9%
CTVA vs OVV
+158.7%
+61.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.4% |
| 7D | -5.8% | -3.8% | -2.0% | -5.1% |
| 30D | +11.1% | +1.3% | +9.8% | +10.8% |
| 3M | +13.2% | +14.3% | -1.1% | +9.9% |
| 6M | +8.7% | +21.1% | -12.4% | +4.1% |
| YTD | +27.3% | +66.0% | -38.7% | +14.4% |
| 1Y | +18.0% | +59.3% | -41.3% | +6.5% |
| 3Y | +76.5% | +47.6% | +28.9% | +58.6% |
| 5Y | +105.1% | +162.0% | -56.9% | +60.1% |
| All | +219.9% | +158.7% | +61.2% | +81.8% |
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