-33.5%
OVV vs CPAY
+1,747.8%
-1,781.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.7% |
| 7D | +1.2% | +10.4% | -9.1% | -5.2% |
| 30D | -2.5% | +16.2% | -18.7% | -12.0% |
| 3M | +0.5% | +13.7% | -13.2% | -8.3% |
| 6M | +8.5% | +35.2% | -26.8% | -12.5% |
| YTD | +64.5% | +53.5% | +10.9% | +16.8% |
| 1Y | +64.7% | +58.9% | +5.8% | +13.7% |
| 3Y | +54.1% | +99.8% | -45.7% | -13.1% |
| 5Y | +95.4% | +93.3% | +2.2% | +10.0% |
| 10Y | +54.9% | +221.5% | -166.5% | -22.2% |
| All | -33.5% | +1,747.8% | -1,781.3% | -82.4% |
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