+52.0%
CVS vs OVV
+48.9%
+3.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.7% | -10.7% | +7.1% | -2.5% |
| 30D | -0.3% | -5.3% | +4.9% | +0.2% |
| 3M | -10.3% | +2.4% | -12.7% | -10.5% |
| 6M | -4.6% | +5.7% | -10.2% | -5.3% |
| YTD | +10.7% | +56.8% | -46.0% | +5.3% |
| 1Y | +11.2% | +59.3% | -48.0% | +5.5% |
| 3Y | +43.0% | +49.0% | -5.9% | +34.8% |
| 5Y | +8.6% | +88.1% | -79.5% | -2.4% |
| 10Y | +52.0% | +42.5% | +9.4% | +21.2% |
| All | +52.0% | +48.9% | +3.1% | +21.2% |
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