+95.4%
OVV vs CNH
-11.0%
+106.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.2% | +2.3% |
| 7D | +1.2% | +6.7% | -5.4% | -1.7% |
| 30D | -2.5% | +7.2% | -9.7% | -5.8% |
| 3M | +0.5% | +17.5% | -17.0% | -7.8% |
| 6M | +8.5% | +15.0% | -6.5% | -1.4% |
| YTD | +64.5% | +36.8% | +27.7% | +32.6% |
| 1Y | +64.7% | +27.6% | +37.0% | +37.0% |
| 3Y | +54.1% | +34.3% | +19.8% | +17.4% |
| 5Y | +95.4% | -12.2% | +107.7% | +87.2% |
| All | +95.4% | -11.0% | +106.4% | +87.2% |
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 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