+48.2%
OVV vs CRL
+386.8%
-338.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.8% | -8.5% | -3.4% |
| 7D | -16.7% | -6.1% | -10.6% | -14.9% |
| 30D | -1.5% | +12.4% | -13.9% | -6.0% |
| 3M | +1.6% | +27.1% | -25.6% | -7.6% |
| 6M | +2.0% | +85.7% | -83.7% | -20.9% |
| YTD | +56.8% | +69.2% | -12.4% | +23.0% |
| 1Y | +64.8% | +97.5% | -32.7% | +21.0% |
| 3Y | +38.3% | +86.1% | -47.8% | -5.2% |
| 5Y | +84.9% | -10.0% | +94.9% | +75.1% |
| All | +48.2% | +386.8% | -338.6% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling