+231.7%
CTVA vs OVV
+160.3%
+71.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.5% |
| 7D | +4.9% | +0.3% | +4.7% | +4.9% |
| 30D | +11.9% | +11.7% | +0.2% | +9.4% |
| 3M | +13.7% | +9.8% | +3.9% | +11.2% |
| 6M | +13.1% | +26.6% | -13.4% | +7.4% |
| YTD | +32.0% | +67.0% | -35.1% | +18.4% |
| 1Y | +22.1% | +55.9% | -33.9% | +10.6% |
| 3Y | +77.5% | +45.5% | +32.0% | +59.9% |
| 5Y | +106.3% | +157.3% | -51.1% | +61.5% |
| All | +231.7% | +160.3% | +71.3% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling