+54.8%
OVV vs CDW
+315.4%
-260.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +6.5% | +9.1% | -2.6% | +0.9% |
| 30D | -2.7% | +13.7% | -16.4% | -11.8% |
| 3M | +3.1% | +27.0% | -23.9% | -14.6% |
| 6M | +12.8% | +75.9% | -63.1% | -27.8% |
| YTD | +68.1% | +28.9% | +39.3% | +28.3% |
| 1Y | +73.6% | +19.6% | +54.0% | +39.7% |
| 3Y | +57.6% | -14.6% | +72.2% | +53.2% |
| 5Y | +104.5% | -3.2% | +107.7% | +70.5% |
| All | +54.8% | +315.4% | -260.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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