+158.3%
OVV vs CP
+32.0%
+126.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.9% |
| 7D | +0.3% | -2.7% | +2.9% | +1.7% |
| 30D | +11.7% | +0.2% | +11.6% | +11.2% |
| 3M | +9.8% | +2.6% | +7.2% | +7.4% |
| 6M | +26.6% | +6.0% | +20.6% | +19.8% |
| YTD | +67.0% | +24.9% | +42.1% | +40.7% |
| 1Y | +55.9% | +20.1% | +35.8% | +34.6% |
| 3Y | +45.5% | +16.4% | +29.1% | +24.2% |
| All | +158.3% | +32.0% | +126.3% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling