+1.8%
OVV vs CDW
+903.1%
-901.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.1% |
| 7D | +0.3% | +3.2% | -2.9% | -1.7% |
| 30D | +11.7% | +9.3% | +2.4% | +4.8% |
| 3M | +9.8% | +9.8% | 0.0% | +1.0% |
| 6M | +26.6% | +23.3% | +3.2% | +3.9% |
| YTD | +67.0% | +13.7% | +53.4% | +43.5% |
| 1Y | +55.9% | -6.5% | +62.4% | +51.2% |
| 3Y | +45.5% | -25.2% | +70.7% | +57.1% |
| 5Y | +157.3% | -19.5% | +176.8% | +154.3% |
| 10Y | +65.0% | +285.8% | -220.8% | -17.5% |
| All | +1.8% | +903.1% | -901.3% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling