+83.5%
OVV vs CNH
-14.7%
+98.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.7% |
| 7D | -16.7% | -1.7% | -15.0% | -16.1% |
| 30D | -1.5% | -7.2% | +5.7% | +1.1% |
| 3M | +1.6% | +6.5% | -5.0% | -2.9% |
| 6M | +2.0% | +7.9% | -5.8% | -4.7% |
| YTD | +56.8% | +26.6% | +30.2% | +30.7% |
| 1Y | +64.8% | +13.8% | +51.1% | +44.5% |
| 3Y | +38.3% | +9.2% | +29.1% | +18.2% |
| All | +83.5% | -14.7% | +98.2% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling