+95.4%
OVV vs CRL
-12.2%
+107.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.2% |
| 7D | +1.2% | +5.0% | -3.8% | -0.1% |
| 30D | -2.5% | +13.5% | -16.1% | -5.7% |
| 3M | +0.5% | +21.5% | -21.0% | -4.6% |
| 6M | +8.5% | +103.4% | -95.0% | -10.8% |
| YTD | +64.5% | +71.8% | -7.3% | +39.5% |
| 1Y | +64.7% | +97.5% | -32.8% | +33.6% |
| 3Y | +54.1% | +99.2% | -45.1% | +15.5% |
| 5Y | +95.4% | -12.1% | +107.6% | +102.0% |
| All | +95.4% | -12.2% | +107.6% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling