+5.0%
CARR vs OVV
+47.2%
-42.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +3.2% | -3.7% | +7.0% | +3.9% |
| 30D | -7.7% | +8.0% | -15.6% | -8.9% |
| 3M | -11.9% | +11.3% | -23.2% | -13.9% |
| 6M | +2.0% | +24.0% | -22.0% | -3.8% |
| YTD | +13.2% | +65.3% | -52.2% | -1.3% |
| 1Y | -8.5% | +60.2% | -68.7% | -19.9% |
| 3Y | +5.0% | +46.9% | -42.0% | -9.5% |
| All | +5.0% | +47.2% | -42.3% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 3y: compounded portfolio wealth divided by compounded OVV 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…
3y analysis · Full analysis span regression · 6 months rolling