+104.5%
OVV vs CG
-21.9%
+126.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +3.7% |
| 7D | +6.5% | -1.5% | +8.0% | +6.9% |
| 30D | -2.7% | +5.7% | -8.3% | -5.3% |
| 3M | +3.1% | -17.9% | +21.0% | +9.6% |
| 6M | +12.8% | -20.2% | +33.0% | +20.1% |
| YTD | +68.1% | -32.0% | +100.1% | +87.4% |
| 1Y | +73.6% | -27.0% | +100.7% | +87.0% |
| 3Y | +57.6% | +42.8% | +14.8% | +20.2% |
| 5Y | +104.5% | -23.4% | +128.0% | +121.9% |
| All | +104.5% | -21.9% | +126.5% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling