+38.3%
OVV vs CP
+26.5%
+11.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | -16.7% | +2.8% | -19.4% | -17.6% |
| 30D | -1.5% | +10.2% | -11.7% | -5.3% |
| 3M | +1.6% | +2.4% | -0.8% | +0.2% |
| 6M | +2.0% | +7.7% | -5.6% | -2.0% |
| YTD | +56.8% | +26.0% | +30.8% | +37.6% |
| 1Y | +64.8% | +34.6% | +30.2% | +39.5% |
| 3Y | +38.3% | +26.7% | +11.6% | +16.3% |
| All | +38.3% | +26.5% | +11.8% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling