+42.5%
OVV vs CG
+320.1%
-277.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | -3.6% |
| 7D | -10.7% | +3.0% | -13.8% | -12.6% |
| 30D | -5.3% | +10.1% | -15.4% | -11.0% |
| 3M | +2.4% | -10.8% | +13.2% | +7.1% |
| 6M | +5.7% | -15.2% | +20.9% | +11.8% |
| YTD | +56.8% | -26.9% | +83.7% | +75.2% |
| 1Y | +59.3% | -17.0% | +76.3% | +64.0% |
| 3Y | +49.0% | +54.6% | -5.7% | -4.2% |
| 5Y | +88.1% | -16.7% | +104.9% | +71.8% |
| 10Y | +42.5% | +320.1% | -277.6% | -46.8% |
| All | +42.5% | +320.1% | -277.6% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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