-32.4%
OVV vs CPAY
+1,565.5%
-1,597.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.2% |
| 7D | +0.3% | +2.1% | -1.8% | -1.1% |
| 30D | +11.7% | +5.5% | +6.2% | +7.8% |
| 3M | +9.8% | +16.6% | -6.8% | -1.5% |
| 6M | +26.6% | +26.7% | -0.1% | +5.1% |
| YTD | +67.0% | +38.4% | +28.7% | +27.6% |
| 1Y | +55.9% | +30.1% | +25.8% | +22.7% |
| 3Y | +45.5% | +52.6% | -7.1% | -1.2% |
| 5Y | +157.3% | +59.0% | +98.4% | +65.6% |
| 10Y | +65.0% | +148.4% | -83.4% | -4.0% |
| All | -32.4% | +1,565.5% | -1,597.9% | -80.8% |
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