-1.4%
OVV vs CNH
+64.7%
-66.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.8% | -4.2% |
| 7D | +0.3% | +23.3% | -23.0% | -12.3% |
| 30D | +11.7% | +33.5% | -21.7% | -7.7% |
| 3M | +9.8% | +32.7% | -22.9% | -10.7% |
| 6M | +26.6% | +22.2% | +4.4% | +4.8% |
| YTD | +67.0% | +57.7% | +9.3% | +15.6% |
| 1Y | +55.9% | +28.0% | +27.9% | +22.3% |
| 3Y | +45.5% | +11.5% | +34.0% | +18.8% |
| 5Y | +157.3% | +11.9% | +145.5% | +102.2% |
| 10Y | +65.0% | +162.8% | -97.8% | -20.7% |
| All | -1.4% | +64.7% | -66.1% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling