+59.3%
OVV vs CNH
+33.2%
+26.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.9% | -10.9% | +0.5% |
| 7D | -10.7% | +8.6% | -19.3% | -10.4% |
| 30D | -5.3% | +12.6% | -17.8% | -4.7% |
| 3M | +2.4% | +17.5% | -15.1% | +4.2% |
| 6M | +5.7% | +18.1% | -12.4% | +8.0% |
| YTD | +56.8% | +40.4% | +16.4% | +64.3% |
| All | +59.3% | +33.2% | +26.1% | +66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling