-31.5%
OVV vs CPAY
+1,748.9%
-1,780.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | -0.1% |
| 7D | +8.0% | +1.6% | +6.5% | +7.0% |
| 30D | -2.0% | +17.6% | -19.6% | -12.3% |
| 3M | +5.4% | +8.7% | -3.3% | -0.9% |
| 6M | +14.3% | +39.5% | -25.3% | -9.7% |
| YTD | +69.4% | +53.6% | +15.8% | +20.2% |
| 1Y | +72.4% | +63.3% | +9.1% | +16.9% |
| 3Y | +58.4% | +101.7% | -43.3% | -11.4% |
| 5Y | +106.1% | +91.4% | +14.7% | +16.8% |
| 10Y | +59.6% | +221.7% | -162.0% | -19.9% |
| All | -31.5% | +1,748.9% | -1,780.3% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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