+49.2%
OVV vs CG
+53.5%
-4.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +2.2% |
| 7D | -7.3% | +2.0% | -9.2% | -8.0% |
| 30D | -3.6% | +8.5% | -12.1% | -6.3% |
| 3M | -2.6% | -12.1% | +9.5% | +0.5% |
| 6M | +7.6% | -16.4% | +24.0% | +12.2% |
| YTD | +59.6% | -28.0% | +87.6% | +73.5% |
| 1Y | +62.2% | -18.9% | +81.1% | +66.3% |
| All | +49.2% | +53.5% | -4.3% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling