+62.3%
OVV vs CG
+359.8%
-297.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.8% |
| 7D | +0.3% | -4.3% | +4.6% | +2.6% |
| 30D | +11.7% | -5.1% | +16.8% | +14.3% |
| 3M | +9.8% | +8.7% | +1.1% | +2.9% |
| 6M | +26.6% | -9.2% | +35.8% | +29.0% |
| YTD | +67.0% | -18.9% | +85.9% | +78.3% |
| 1Y | +55.9% | -25.6% | +81.6% | +73.3% |
| 3Y | +45.5% | +57.3% | -11.8% | -5.9% |
| 5Y | +157.3% | +10.2% | +147.2% | +94.6% |
| All | +62.3% | +359.8% | -297.4% | -40.0% |
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