+131.2%
CTVA vs OVV
+162.0%
-30.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +2.2% | -26.5% | -24.7% |
| 7D | -23.7% | +6.5% | -30.2% | -24.7% |
| 30D | -31.2% | -2.7% | -28.6% | -31.1% |
| 3M | -18.7% | +3.1% | -21.9% | -19.6% |
| 6M | -25.5% | +12.8% | -38.3% | -27.9% |
| YTD | -8.0% | +68.1% | -76.1% | -17.9% |
| 1Y | -7.0% | +73.6% | -80.6% | -17.7% |
| 3Y | +45.2% | +57.6% | -12.4% | +28.4% |
| 5Y | +32.3% | +104.5% | -72.3% | +7.7% |
| All | +131.2% | +162.0% | -30.8% | +30.5% |
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