+48.2%
OVV vs CNH
+116.5%
-68.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -2.3% |
| 7D | -16.7% | -1.7% | -15.0% | -15.8% |
| 30D | -1.5% | -7.2% | +5.7% | +2.4% |
| 3M | +1.6% | +6.5% | -5.0% | -5.2% |
| 6M | +2.0% | +7.9% | -5.8% | -8.4% |
| YTD | +56.8% | +26.6% | +30.2% | +21.2% |
| 1Y | +64.8% | +13.8% | +51.1% | +35.7% |
| 3Y | +38.3% | +9.2% | +29.1% | +9.2% |
| 5Y | +84.9% | -15.6% | +100.5% | +69.9% |
| All | +48.2% | +116.5% | -68.3% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling