+158.3%
OVV vs CG
+10.1%
+148.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.1% |
| 7D | +0.3% | -4.3% | +4.6% | +1.8% |
| 30D | +11.7% | -5.1% | +16.8% | +13.5% |
| 3M | +9.8% | +8.7% | +1.1% | +5.1% |
| 6M | +26.6% | -9.2% | +35.8% | +28.7% |
| YTD | +67.0% | -18.9% | +85.9% | +75.9% |
| 1Y | +55.9% | -25.6% | +81.6% | +69.5% |
| 3Y | +45.5% | +57.3% | -11.8% | +8.5% |
| All | +158.3% | +10.1% | +148.2% | +110.3% |
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