+54.9%
OVV vs CP
+251.7%
-196.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.1% | +3.1% |
| 7D | +1.2% | -0.7% | +1.9% | +1.9% |
| 30D | -2.5% | +9.6% | -12.2% | -11.8% |
| 3M | +0.5% | +2.2% | -1.7% | -3.0% |
| 6M | +8.5% | +11.1% | -2.6% | -5.2% |
| YTD | +64.5% | +28.2% | +36.3% | +20.7% |
| 1Y | +64.7% | +32.2% | +32.5% | +16.6% |
| 3Y | +54.1% | +35.5% | +18.6% | -1.6% |
| 5Y | +95.4% | +26.8% | +68.7% | +28.7% |
| 10Y | +54.9% | +256.9% | -202.0% | -57.1% |
| All | +54.9% | +251.7% | -196.8% | -57.1% |
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