+171.6%
OVV vs CP
+3,006.9%
-2,835.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -2.0% |
| 7D | +0.3% | -2.7% | +2.9% | +2.0% |
| 30D | +11.7% | +0.2% | +11.6% | +11.1% |
| 3M | +9.8% | +2.6% | +7.2% | +7.0% |
| 6M | +26.6% | +6.0% | +20.6% | +18.6% |
| YTD | +67.0% | +24.9% | +42.1% | +38.5% |
| 1Y | +55.9% | +20.1% | +35.8% | +32.5% |
| 3Y | +45.5% | +16.4% | +29.1% | +23.3% |
| 5Y | +157.3% | +31.7% | +125.6% | +98.5% |
| 10Y | +65.0% | +223.9% | -158.9% | -9.1% |
| All | +171.6% | +3,006.9% | -2,835.2% | -46.6% |
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 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