+156.7%
OVV vs CP
+3,087.1%
-2,930.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.4% |
| 7D | -14.9% | +6.1% | -21.0% | -18.7% |
| 30D | -0.9% | +9.8% | -10.7% | -7.8% |
| 3M | +5.6% | +2.7% | +2.8% | +2.5% |
| 6M | -2.5% | +12.8% | -15.3% | -12.3% |
| YTD | +57.8% | +28.2% | +29.7% | +27.8% |
| 1Y | +70.1% | +34.1% | +35.9% | +33.0% |
| 3Y | +35.1% | +28.9% | +6.3% | +5.9% |
| 5Y | +86.1% | +27.1% | +59.0% | +46.7% |
| 10Y | +55.5% | +264.8% | -209.3% | -20.9% |
| All | +156.7% | +3,087.1% | -2,930.4% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling