+83.5%
OVV vs CG
-22.2%
+105.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.4% |
| 7D | -16.7% | -1.2% | -15.5% | -16.5% |
| 30D | -1.5% | +5.0% | -6.5% | -3.8% |
| 3M | +1.6% | -18.2% | +19.8% | +8.3% |
| 6M | +2.0% | -20.7% | +22.7% | +9.1% |
| YTD | +56.8% | -31.4% | +88.2% | +74.7% |
| 1Y | +64.8% | -22.3% | +87.1% | +72.9% |
| 3Y | +38.3% | +50.2% | -11.9% | +3.3% |
| All | +83.5% | -22.2% | +105.7% | +86.9% |
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