+48.2%
OVV vs CDW
+303.2%
-255.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.1% |
| 7D | -16.7% | +2.1% | -18.7% | -18.7% |
| 30D | -1.5% | +14.7% | -16.2% | -11.4% |
| 3M | +1.6% | +11.1% | -9.5% | -8.5% |
| 6M | +2.0% | +45.6% | -43.5% | -26.1% |
| YTD | +56.8% | +17.1% | +39.7% | +27.2% |
| 1Y | +64.8% | +13.2% | +51.7% | +36.5% |
| 3Y | +38.3% | -22.2% | +60.5% | +42.4% |
| 5Y | +84.9% | -10.1% | +95.0% | +60.6% |
| All | +48.2% | +303.2% | -255.0% | -11.1% |
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