+83.5%
OVV vs CP
+24.4%
+59.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.3% |
| 7D | -16.7% | +2.8% | -19.4% | -18.2% |
| 30D | -1.5% | +10.2% | -11.7% | -7.4% |
| 3M | +1.6% | +2.4% | -0.8% | -0.6% |
| 6M | +2.0% | +7.7% | -5.6% | -3.9% |
| YTD | +56.8% | +26.0% | +30.8% | +31.1% |
| 1Y | +64.8% | +34.6% | +30.2% | +31.4% |
| 3Y | +38.3% | +26.7% | +11.6% | +10.0% |
| All | +83.5% | +24.4% | +59.1% | +50.6% |
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