+106.0%
OVV vs CG
-23.0%
+129.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.4% |
| 7D | +8.0% | +0.2% | +7.9% | +7.7% |
| 30D | -2.0% | +11.2% | -13.2% | -6.4% |
| 3M | +5.4% | -22.1% | +27.5% | +14.4% |
| 6M | +14.3% | -17.9% | +32.2% | +20.3% |
| YTD | +69.4% | -31.3% | +100.7% | +88.2% |
| 1Y | +72.4% | -24.0% | +96.3% | +82.5% |
| 3Y | +58.4% | +45.0% | +13.4% | +20.1% |
| All | +106.0% | -23.0% | +129.0% | +118.1% |
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