+58.4%
OVV vs CNH
+165.6%
-107.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.8% | -4.3% |
| 7D | +0.3% | +23.3% | -23.0% | -12.6% |
| 30D | +11.7% | +33.5% | -21.7% | -8.1% |
| 3M | +9.8% | +32.7% | -22.9% | -11.1% |
| 6M | +26.6% | +22.2% | +4.4% | +4.3% |
| YTD | +67.0% | +57.7% | +9.3% | +14.2% |
| 1Y | +55.9% | +28.0% | +27.9% | +21.5% |
| 3Y | +45.5% | +11.5% | +34.0% | +18.0% |
| 5Y | +157.3% | +11.9% | +145.5% | +98.6% |
| All | +58.4% | +165.6% | -107.3% | -28.6% |
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