+45.1%
OVV vs CP
+255.2%
-210.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.1% |
| 7D | -7.3% | +2.8% | -10.1% | -10.1% |
| 30D | -3.6% | +11.0% | -14.6% | -13.8% |
| 3M | -2.6% | +3.8% | -6.5% | -7.5% |
| 6M | +7.6% | +9.5% | -1.9% | -4.6% |
| YTD | +59.6% | +28.2% | +31.4% | +17.1% |
| 1Y | +62.2% | +33.0% | +29.3% | +14.1% |
| 3Y | +49.6% | +35.5% | +14.1% | -4.5% |
| 5Y | +98.9% | +25.8% | +73.1% | +32.3% |
| 10Y | +45.1% | +250.7% | -205.6% | -59.8% |
| All | +45.1% | +255.2% | -210.1% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling