+54.8%
OVV vs CNH
+107.0%
-52.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +4.7% |
| 7D | +6.5% | +6.4% | +0.1% | +1.7% |
| 30D | -2.7% | -1.6% | -1.0% | -2.9% |
| 3M | +3.1% | +11.6% | -8.4% | -7.0% |
| 6M | +12.8% | +12.5% | +0.3% | -2.1% |
| YTD | +68.1% | +31.1% | +37.1% | +26.1% |
| 1Y | +73.6% | +17.0% | +56.7% | +40.2% |
| 3Y | +57.6% | +28.7% | +28.9% | +9.8% |
| 5Y | +104.5% | -17.4% | +121.9% | +91.3% |
| All | +54.8% | +107.0% | -52.3% | -8.7% |
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