+49.0%
OVV vs CNH
+32.9%
+16.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.9% | -10.9% | -2.4% |
| 7D | -10.7% | +8.6% | -19.3% | -12.5% |
| 30D | -5.3% | +12.6% | -17.8% | -8.0% |
| 3M | +2.4% | +17.5% | -15.1% | -2.4% |
| 6M | +5.7% | +18.1% | -12.4% | -0.2% |
| YTD | +56.8% | +40.4% | +16.4% | +35.5% |
| 1Y | +59.3% | +34.0% | +25.3% | +39.7% |
| 3Y | +49.0% | +35.3% | +13.7% | +28.3% |
| All | +49.0% | +32.9% | +16.0% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling