-18.3%
OVV vs CG
+281.3%
-299.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.3% |
| 7D | -16.7% | -1.2% | -15.5% | -16.5% |
| 30D | -1.5% | +5.0% | -6.5% | -4.7% |
| 3M | +1.6% | -18.2% | +19.8% | +11.0% |
| 6M | +2.0% | -20.7% | +22.7% | +11.5% |
| YTD | +56.8% | -31.4% | +88.2% | +80.1% |
| 1Y | +64.8% | -22.3% | +87.1% | +75.8% |
| 3Y | +38.3% | +50.2% | -11.9% | -5.0% |
| 5Y | +84.9% | -22.1% | +106.9% | +75.6% |
| 10Y | +54.5% | +295.5% | -241.0% | -31.4% |
| All | -18.3% | +281.3% | -299.7% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling