+158.3%
OVV vs CRL
-35.5%
+193.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.4% |
| 7D | +0.3% | -1.0% | +1.3% | +0.5% |
| 30D | +11.7% | +10.7% | +1.1% | +9.1% |
| 3M | +9.8% | +55.3% | -45.5% | -2.3% |
| 6M | +26.6% | +60.7% | -34.1% | +10.2% |
| YTD | +67.0% | +44.6% | +22.4% | +48.9% |
| 1Y | +55.9% | +77.7% | -21.8% | +29.7% |
| 3Y | +45.5% | +37.6% | +7.9% | +23.5% |
| All | +158.3% | -35.5% | +193.9% | +145.8% |
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